I was testing the new keepAlive option, and it turns out that while it works for https-proxy-agent, it doesn't work with http-proxy-agent.

I use Smokescreen, and when testing keepAlive with http-proxy-agent, the first request succeeded, but all subsequent requests failed with an error: "This is a proxy server. Does not respond to non-proxy requests"

Turns out, the first request used an absolute URL (http://localhost:3000/foo) while all subsequent requests used relative URLs (/foo). HTTP proxy servers require that HTTP requests use absolute URLs, which is why this happens. (HTTPS requests are not impacted because they are encrypted, and regular non-MITM proxies cannot read the URL).

The http-proxy-agent package already had logic to rewrite the relative URL to an absolute URL:

However, that only happens on connect(), so it only worked on the first request. This PR makes the following changes:

1. Updates existing tests and adds additional tests to demonstrate the problem: 1467942 (three tests now fail)
2. Fixes the problem, and now the tests all pass: 6f3bc0d