Making https proxies easier to deal with

I'm trying to add support for proxies to conda, in particular, automatically prompting for a username and password on a 407. For http proxies, it's all fine. I can detect the 407 error code on HTTPError from raise_for_status and inject HTTPProxyAuth and try again.

But for https, it raises ConnectionError on get. Adding HTTPProxyAuth does not work. I have to parse the URL and add it in as https://username:password@proxy:port. urlparse does not make this particularly easy.

Furthermore, the only way I can tell to actually detect the the ConnectionError is a 407 is to do

try:
    # do request
except ConnectionError as e:
    if "407" in str(e):
        # get username and password

Start by tracing the HTTPS proxy request path around get, ConnectionError, HTTPError, raise_for_status, and HTTPProxyAuth. Determine how a proxy authentication response should be exposed and retried without relying on parsing exception text; done means HTTPS proxy authentication can be detected and handled consistently with HTTP proxies.