Sending chunked data with proxy fails 

> Disclaimer: this has been seen while using `python-glanceclient`. 

When sending chunked data using `requests` and proxy settings, it fails. 

This should have been fixed in #5128 / #3844 but apparently it's not 🤔 

This has not been solved in `3.0` - for example, when adding: 

```
pip install git+https://github.com/psf/requests.git@3.0 pysocks
```

## Expected Result

`requests` should be able to handle the request using chunked data and no `Exception` should be thrown.

## Actual Result

* When using pyOpenSSL
```
requests.exceptions.ConnectionError: ("bad handshake: Error([('SSL routines', 'ssl3_get_record', 'wrong version number')],)",)
```

* When using urllib3 built-in SSL:

```
requests.exceptions.ConnectionError: [SSL: UNKNOWN_PROTOCOL] unknown protocol (_ssl.c:833)
```

## Reproduction Steps

* Create `requests_chunked_proxy.py` 

```python
# Run squid
# docker run --name squid -d --restart=always \
#   --publish 3128:3128 \
#   sameersbn/squid:3.5.27-2

import requests

# in case you want to switch to pyopenssl, comment the lines below
# from urllib3.contrib import pyopenssl
# pyopenssl.extract_from_urllib3()

CHUNKSIZE = 1024 * 64  # 64kB

def _chunk_body(body):
    chunk = body
    while chunk:
        chunk = body.read(CHUNKSIZE)
        if not chunk:
            break
        yield chunk

s = requests.Session()

proxies = {
 "http": "http://localhost:3128",
 "https": "http://localhost:3128",
}

# test file should be created, any file will do
# e.g.: dd if=/dev/zero of=file.txt count=1024 bs=1024

data = open("file.txt", 'rb')

headers = { 'Accept-Encoding': 'gzip, deflate',
            'Accept': '*/*',
            'Connection': 'application/octet-stream'}

resp = s.request("PUT","https://jsonplaceholder.typicode.com/posts/1",
                            headers=headers,
                            data=_chunk_body(data),
                            proxies=proxies,
                            timeout=600)

print(resp.text)
```

On a Mac:

```
pip install requests==2.22.0
unset http_proxy
unset https_proxy
unset HTTP_PROXY
unset HTTPS_PROXY
export | grep -i proxy
dd if=/dev/zero of=file.txt count=1024 bs=1024
docker run --name squid -d --restart=always -p 3128:3128 sameersbn/squid:3.5.27-2
python requests_chunked_proxy.py
```

* Cleanup
```
docker stop squid
docker rm squid
```

## System Information

### `requests==2.x`  

```
$ python -m requests.help
{
  "chardet": {
    "version": "3.0.4"
  },
  "cryptography": {
    "version": ""
  },
  "idna": {
    "version": "2.8"
  },
  "implementation": {
    "name": "CPython",
    "version": "3.6.5"
  },
  "platform": {
    "release": "19.0.0",
    "system": "Darwin"
  },
  "pyOpenSSL": {
    "openssl_version": "",
    "version": null
  },
  "requests": {
    "version": "2.22.0"
  },
  "system_ssl": {
    "version": "1000213f"
  },
  "urllib3": {
    "version": "1.25.7"
  },
  "using_pyopenssl": false
}
```

### `requests==3.0`

```
$ python -m requests.help
{
  "chardet": {
    "version": "3.0.4"
  },
  "cryptography": {
    "version": ""
  },
  "idna": {
    "version": "2.6"
  },
  "implementation": {
    "name": "CPython",
    "version": "3.6.5"
  },
  "platform": {
    "release": "19.0.0",
    "system": "Darwin"
  },
  "pyOpenSSL": {
    "openssl_version": "",
    "version": null
  },
  "requests": {
    "version": "3.0.0"
  },
  "system_ssl": {
    "version": "1000213f"
  },
  "urllib3": {
    "version": "1.22"
  },
  "using_pyopenssl": false
} 
```

I'm closing this as I'm unable to replicate on `master` branch:

```
pip install --upgrade --force-reinstall git+https://github.com/psf/requests.git@master
```

or, more specifically:

```
pip install --upgrade --force-reinstall git+https://github.com/psf/requests.git@d2590ee46c0641958b6d4792a206bd5171cb247d
```