Session does not consistently respects proxy environment variables.

There are inconsistencies when working with proxy environment variables using Session objects.

When using Session#request or verb methods (get, post, put), those work correctly and use the proxy when they are present.

However Session#send(PreparedRequest) does not respect the variables by default, but does when it handles redirect responses, e.g. 303.

I've written a test class to present this behavior.

Expected Result

All methods in Session to respect the proxy variable.

Actual Result

Session#send(PreparedRequest) does not respect proxy environment variables.

Reproduction Steps

Test case 1 fails with a successful request.

import requests
import pytest

# Copied from requests/tests/utils.py for making this a standalone
import os
import contextlib

@contextlib.contextmanager
def override_environ(**kwargs):
    save_env = dict(os.environ)
    for key, value in kwargs.items():
        if value is None:
            del os.environ[key]
        else:
            os.environ[key] = value
    try:
        yield
    finally:
        os.environ.clear()
        os.environ.update(save_env)

class TestSession:

    def test_respect_proxy_env_on_send(self):
        session = requests.Session()

        # Does not respect the proxy configuration and ignores the proxy
        request = requests.Request(
            method='GET', url='https://www.google.com/'
        )

        with override_environ(https_proxy='http://example.com'):
            try:
                session.send(request.prepare())
                assert False, "The proxy is invalid this request should not be successful."
            except requests.exceptions.ProxyError as e:
                assert 'Cannot connect to proxy' in str(e)
        
    def test_respect_proxy_env_on_send_with_redirects(self):
        session = requests.Session()

        # Returns a 303 to www.google.com and respects the proxy
        request = requests.Request(
            method='GET', url='https://google.com/'
        )

        with override_environ(https_proxy='http://example.com'):
            try:
                session.send(request.prepare())
                assert False, "The proxy is invalid this request should not be successful."
            except requests.exceptions.ProxyError as e:
                assert 'Cannot connect to proxy' in str(e)

    def test_respect_proxy_env_on_get(self):
        session = requests.Session()

        with override_environ(https_proxy='http://example.com'):
            try:
                # No redirects
                session.get('https://www.google.com')
                assert False, "The proxy is invalid this request should not be successful."
            except requests.exceptions.ProxyError as e:
                assert 'Cannot connect to proxy' in str(e)

    def test_respect_proxy_env_on_request(self):
        session = requests.Session()

        with override_environ(https_proxy='http://example.com'):
            try:
                # No redirects
                session.request(method='GET', url='https://www.google.com')
                assert False, "The proxy is invalid this request should not be successful."
            except requests.exceptions.ProxyError as e:
                assert 'Cannot connect to proxy' in str(e)

System Information

$ python -m requests.help

{
  "chardet": {
    "version": "3.0.4"
  },
  "cryptography": {
    "version": ""
  },
  "idna": {
    "version": "2.10"
  },
  "implementation": {
    "name": "CPython",
    "version": "3.8.1"
  },
  "platform": {
    "release": "5.9.8-100.fc32.x86_64",
    "system": "Linux"
  },
  "pyOpenSSL": {
    "openssl_version": "",
    "version": null
  },
  "requests": {
    "version": "2.25.0"
  },
  "system_ssl": {
    "version": "100020ff"
  },
  "urllib3": {
    "version": "1.26.2"
  },
  "using_pyopenssl": false
}

Start by tracing Session#send, Session#request, and the verb methods to compare how proxy environment variables are applied. Use the supplied TestSession cases, especially the direct PreparedRequest and redirect scenarios; done means all Session entry points consistently respect the proxy variable and the tests pass.