#### 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
}
    if (config.maxBodyLength > -1) {
      options.maxBodyLength = config.maxBodyLength;
    }
    if (config.insecureHTTPParser) {
      options.insecureHTTPParser = config.insecureHTTPParser;
    }
    
    var req = transport.request(options, function handleResponse(res) {
      if (req.aborted) return;
      
      var stream = res;
      
      var lastRequest = res.req || req;
      
      if (res.statusCode !== 204 && lastRequest.method !== 'HEAD' && config.decompress !== false) {
        switch (res.headers['content-encoding']) {
        
        case 'gzip':
        case 'compress':
        case 'deflate':
          
          stream = stream.pipe(zlib.createUnzip());
          
          delete res.headers['content-encoding'];
          break;
        }
      }
      var response = {
        status: res.statusCode,