Previously, we accidentally wrote the Proxy-Authorization header for
the initial CONNECT request to the shared ProxyConnectHeader map when
it was non-nil.

Fixes #36431

Change-Id: I5cb414f391dddf8c23d85427eb6973f14c949025
Reviewed-on: https://go-review.googlesource.com/c/go/+/213638
Run-TryBot: Bryan C. Mills <bcmills@google.com>
Reviewed-by: Brad Fitzpatrick <bradfitz@golang.org>
TryBot-Result: Gobot Gobot <gobot@golang.org>