bug#62598: 29.0.60; url-https-proxy-connect doesn't support multi-stage auth to proxies

[Spencer Baugh <sbaugh@janestreet.com>]

url-http knows how to use HTTPS proxies, primarily in
url-https-proxy-connect.  It even knows to authenticate to those
proxies, as fixed in bug#42422.

But some HTTP authentication methods (e.g. NTLM as supported by
url-http-ntlm) require multiple stages of back-and-forth in
authentication.  This works fine with regular HTTP requests and requests
to HTTP (non-S) proxies; it's handled by url-http-handle-authentication
which is called by url-http-parse-headers when it sees a 401 or 407
(auth required and proxy auth required) status.

But this does not work with the HTTPS proxy support, because if it sees
401 or 407 as a response to CONNECT, it just immediately fails.

I'm very interested in adding this but I'm unsure how to approach it.  I
guess that url-https-proxy-after-change-function should be calling
something similar to url-http-handle-authentication.  Or maybe the whole
design of how HTTPS proxy support works today is wrong, and it should be
calling url-http-parse-headers like everything else?