#### Describe the bug
The irrelevant error returned when requesting illegal URL, like: "tel:484-695-3408"
```
TypeError: Cannot read property 'replace' of null
    at dispatchHttpRequest (node_modules/axios/lib/adapters/http.js:109:74)
    at new Promise (<anonymous>)
    at httpAdapter (node_modules/axios/lib/adapters/http.js:46:10)
    at dispatchRequest (node_modules/axios/lib/core/dispatchRequest.js:52:10)
```

#### To Reproduce
```js
axios.get('tel:484-695-3408').catch(err => console.error(err));
```

#### Expected behavior
Return descriptive error, like "Unsupported protocol tel:"

#### Environment
 - Axios Version: 0.21.1
 - Adapter: HTTP
 - Browser: none
 - Browser Version: none
 - Node.js Version: 12.19.0
 - OS: MacOS 10.14
 - Additional Library Versions: none

#### Additional context/Screenshots
none
test/unit/adapters/http.js
port: parsed.port,
          path: parsed.path,
          protocol: parsed.protocol,
          rejectUnauthorized: false
        };
        https.get(opts, function (res) {
          var body = '';
          res.on('data', function (data) {
            body += data;
          });
          res.on('end', function () {
            response.setHeader('Content-Type', 'text/html; charset=UTF-8');
            response.end(body + '6789');
          });
        });
      }).listen(4000, function () {
        process.env.https_proxy = 'https://localhost:4000/';
        axios.get('https://localhost:4444/', {
          httpsAgent: new https.Agent({
            rejectUnauthorized: false
          })
        }).then(function (res) {
          assert.equal(res.data, '123456789', 'should pass through proxy');
          done();
        }).catch(function (err) {
          assert.fail(err);
          done()
        }).finally(function () {
          process.env.https_proxy = ''
        });