#### 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/specs/requests.spec.js
url: '/foo',
      method: 'POST'
    }).then(function (response) {
      expect(response.config.method).toBe('post');
      done();
    });
    getAjaxRequest().then(function (request) {
      request.respondWith({
        status: 200
      });
    });
  });
  it('should allow string arg as url, and config arg', function (done) {
    axios.post('/foo');
    getAjaxRequest().then(function (request) {
      expect(request.url).toBe('/foo');
      expect(request.method).toBe('POST');
      done();
    });
  });
  it('should allow data', function (done) {
    axios.delete('/foo', {
      data: { foo: 'bar' }
    });
    getAjaxRequest().then(function (request) {
      expect(request.params).toBe(JSON.stringify({ foo: 'bar' }));
      done();
    });
  });
  it('should make an http request', function (done) {