Fix HTTPS websites with system-wide HTTP proxy on Windows

[ValdikSS]

Due to urllib bug, requests fails to open any HTTPS websites on Windows if there's system-wide HTTP proxy configured. This is because urllib incorrectly prepends the protocol to the proxy host and port, as in:

{'http':  'http://host:port',
 'https': 'https://host:port',
 'ftp':   'ftp://host:port'}

Such configuration forces urllib3 to use HTTPS proxy (Secure Web Proxy, also known as TLS Proxy) for HTTPS URLs, which the configured proxy most likely does not support.

Detect incorrect behavior and rewrite the protocol to http.

[ValdikSS]

Issue #6139

[ValdikSS]

Could anyone take a look at this merge request please?