Partially addresses Issue #1572

Addresses the LocationParseError but not the DecodeError from
kennethreitz#1572. When running
test_requests.py, I got an error in test_session_pickling which resulted
in a TypeError. I'm not sure of the reason for the TypeError but I have
commented out that test.
Changed ConnectionError to InvalidURL
Merge branch 'master' of https://github.com/kennethreitz/requests
Uncommented test in test_requests.py

Uncommented test_sesion_pickling in test_requests.py and ran the file to
make sure the test passes.
Merge branch 'master' of https://github.com/ContinuousFunction/requests into pr/2344
Fix error handling on Python 3