chore: migrate proxy handling to WHATWG URL

[Skn0tt]

Follow-up to #37713, part of #37676.

There's two main behaviour changes in WHATWG:

Invalid URLs throw an exception: When a proxy URL is missing protocols, we default it to HTTP. WHATWG by default throws an exception. To prevent that, i've extended our defaulting to the httpRequest routine. Picking HTTP as the default protocol is inline with our previous behaviour - the prior version of https-proxy-agent picked the protocol based on secureProxy, and we chose false when there's no protocol defined. We also have lots of coverage on this in proxy.spec.ts.
Unspecified or default segments are represented as empty string: I'm assuming that https-proxy-agent knows how to handle that, so I haven't made any further changes.

I also had my Copilot double-check the code and verify the behaviour changes.

Prompt

look at my diff. i've updated the httpsproxyagent library and it now supports WHATWG
URL, so i'd like to transition there. There's a couple of behaviour differences
between WHATWG URL and url.parse and I want to ensure we don't regress. please
carefully examine my diff and counter-check the behaviour of the two APIs to ensure
we're not regressing.

[github-actions]

Test results for "tests 1"

1 failed
❌ [playwright-test] › runner.spec.ts:118 › should ignore subprocess creation error because of SIGINT @macos-latest-node18-1

3 flaky

⚠️ [firefox-library] › library/inspector/cli-codegen-1.spec.ts:1079 › cli codegen › should not throw csp directive violation errors `@firefox-ubuntu-22.04-node18`
⚠️ [firefox-library] › library/inspector/cli-codegen-pick-locator.spec.ts:35 › should update locator highlight `@firefox-ubuntu-22.04-node18`
⚠️ [playwright-test] › ui-mode-trace.spec.ts:397 › should work behind reverse proxy `@macos-latest-node18-1`

46927 passed, 816 skipped

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Merge workflow run.