Failure to set proxy during redirects

[atti187]

PR Checklist:

• I have run npm test locally and all tests are passing.
• I have added/updated tests for any new behavior.
• If this is a significant change, an issue has already been created where the problem / solution was discussed: [Failure to set proxy during redirects #2683]

PR Description

This change makes sure that the proxy setting is re-evaluated according to the redirect url

[BYK]

@mikeal - Anything blocking the merge of this PR? It looks well-written, complete with a test case and merging that would allow us to update the requests version in Yarn and fix a bug instead of having to implement a workaround ourselves.

[stale]

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.