Describe the bug

HTTPS over HTTP Proxy Fails with 500 handshakefailed on mcafee proxy.
mcafee initialize server context:handshakefailed:server state 1:state 9:Application response 500 handshakefailed
With HTTP_PROXY and HTTPS_PROXY set, curl works but axios.get fails.

To Reproduce

import axios from 'axios';

(async () => {
  try {
    console.log(await axios.get('https://github.com/'));
  } catch (e) {
    console.log(e);
  }
})();

Expected behavior

Request should succeed.

Environment

• Axios Version [0.21.0]
• Node.js Version [v12.18.3]
• OS: [OSX 10.15.7]

Additional context/Screenshots

N/A

Current workaround

Install global-agent, remove the HTTP_PROXY env vars and set GLOBAL_AGENT_HTTP_PROXY.

Add import 'global-agent/bootstrap'; to index.