The `KeyError` is for `environ_proxies` right? Meaning we only want to set the default for `scheme` if `environ_proxies[scheme]` exists, right? Would something along these lines be amenable?

```python
environ_proxies = get_environ_proxies(url)
scheme = urlparse(url).scheme

proxy = environ_proxies.get(scheme)
if proxy:
   new_proxies.setdefault(scheme, proxy)
```