#### 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
});
      }).listen(4000, function () {
        axios.get('http://localhost:4444/', {
          proxy: {
            host: 'localhost',
            port: 4000,
            auth: {
              username: 'user',
              password: 'pass'
            }
          }
        }).then(function (res) {
          var base64 = Buffer.from('user:pass', 'utf8').toString('base64');
          assert.equal(res.data, 'Basic ' + base64, 'should authenticate to the proxy');
          done();
        });
      });
    });
  });
  it('should support proxy auth from env', function (done) {
    server = http.createServer(function (req, res) {
      res.end();
    }).listen(4444, function () {
      proxy = http.createServer(function (request, response) {
        var parsed = url.parse(request.url);
        var opts = {
          host: parsed.hostname,
          port: parsed.port,
          path: parsed.path
        };