global-agent interfering with hpagent as `agent` is set to `false`

We are trying to use `global-agent` for proxying most HTTP connections automatically, but `hpagent` for overriding proxying certain endpoints via a different proxy (eg internal vs external API connections).

`hpagent`'s outgoing proxy connections are being intercepted and are also going over `global-agent`'s proxy, as `agent` is set to false.

It would be useful to be able to either specify the `agent` for outgoing proxy connections, or if it was a new `http(s).Agent` instead of `false` by default.

I don't think this is a bug/feature-request for `global-agent`, as you'd expect that to override requests with agent set to a non-pooling `false` value.

Start by tracing hpagent's outgoing proxy connections and how their agent is set when global-agent is active; the issue does not name specific files or tests. Done means a caller can control the agent used for proxy connections, or those connections no longer inherit the global proxy unexpectedly, with coverage for the described setup.

Written by the indexing model from the issue text.