#### Is your feature request related to a problem? Please describe.
Axios 0.21.1 does not cope with requests through proxy to secured URLs - HTTP code 501 is received.
I'm behind corporate network. When I try to launch the following code, the error 501 is received:
```
const axios = require("axios");

axios.get('https://jsonplaceholder.typicode.com/todos/12', {
    proxy: {
        protocol: 'http',
        host: 'corporate.proxy',
        port: 9000
    },
})
    .then(response => response.data)
    .then(data => console.log(data))
    .catch((error) => {
        const errorMessage = error.message;
        const responseData = error.response && error.response.data;
        console.log('error')
        console.log(`${errorMessage}${
            responseData
            && typeof responseData === 'object'
                ? `: ${JSON.stringify(responseData)}`
                : ''}`)
    });
```

Requests made to unsecured URLs - http protocol - with or without proxy settings succeed.

#### Describe the solution you'd like
Fix or implement please a possibility to perform requests to secured URLs - https protocol - through proxy.

#### Describe alternatives you've considered
Instead of using "axios" module, the module "axios-https-proxy-fix" solves the issue. However, it's some old fix. And most probably does not update to new features that original Axios may bring. Definitely I would like to stick to primary.

#### Additional context
No solution is found around the original source.

lib/adapters/http.js
protocol: parsedProxyUrl.protocol
          };
          if (parsedProxyUrl.auth) {
            var proxyUrlAuth = parsedProxyUrl.auth.split(':');
            proxy.auth = {
              username: proxyUrlAuth[0],
              password: proxyUrlAuth[1]
            };
          }
        }
      }
    }
    if (proxy) {
      options.headers.host = parsed.hostname + (parsed.port ? ':' + parsed.port : '');
      setProxy(options, proxy, protocol + '//' + parsed.hostname + (parsed.port ? ':' + parsed.port : '') + options.path);
    }
    var transport;
    var isHttpsProxy = isHttpsRequest && (proxy ? isHttps.test(proxy.protocol) : true);
    if (config.transport) {
      transport = config.transport;
    } else if (config.maxRedirects === 0) {
      transport = isHttpsProxy ? https : http;
    } else {
      if (config.maxRedirects) {
        options.maxRedirects = config.maxRedirects;
      }
      if (config.beforeRedirect) {
        options.beforeRedirect = config.beforeRedirect;
      }
      transport = isHttpsProxy ? httpsFollow : httpFollow;