PreparedRequests can't bypass URL normalization when proxies are used

Related to #5289, where akmalhisyam found a way to bypass URL normalization using PreparedRequests, however, the solution doesn't work when you have proxies provided.

Expected Result

This should be able to explicitly set the request URL without getting normalized (from /../something.txt to /something.txt)

url = "http://example.com/../something.txt"
s = requests.Session()
req = requests.Request(method='POST' ,url=url, headers=headers, data=data)
prep = req.prepare()
prep.url = url
r = s.send(prep, proxies={"http": "http://127.0.0.1"}, verify=False)

Actual Result

The code above doesn't work, this one works though:

url = "http://example.com/../something.txt"
s = requests.Session()
req = requests.Request(method='POST' ,url=url, headers=headers, data=data)
prep = req.prepare()
prep.url = url
r = s.send(prep, verify=False)

Reproduction Steps

Use the code in Expected Result and check your proxy request log, you will see it doesn't work

System Information

$ python -m requests.help

{
  "chardet": {
    "version": "5.2.0"
  },
  "charset_normalizer": {
    "version": "2.0.12"
  },
  "cryptography": {
    "version": "38.0.4"
  },
  "idna": {
    "version": "3.4"
  },
  "implementation": {
    "name": "CPython",
    "version": "3.11.4"
  },
  "platform": {
    "release": "4.4.0-19041-Microsoft",
    "system": "Linux"
  },
  "pyOpenSSL": {
    "openssl_version": "30000080",
    "version": "21.0.0"
  },
  "requests": {
    "version": "2.32.3"
  },
  "system_ssl": {
    "version": "30000030"
  },
  "urllib3": {
    "version": "2.0.4"
  },
  "using_charset_normalizer": false,
  "using_pyopenssl": true
}

Start at requests.Session.send and the PreparedRequest path used when proxies are supplied; compare it with the direct send path in the reproduction. Trace where prep.url is transformed before the proxy request, then add a regression test covering /../something.txt through a proxy and confirm the proxy sees the unnormalized URL.