Proposed fix for #5888: preserve manually-set Proxy-Authorization on initial request

[aj-aura]

Hi maintainers 👋

I prepared a minimal fix proposal for issue #5888 and would appreciate your review/feedback.

Problem statement

In the current behavior discussed in #5888, a manually-set Proxy-Authorization header may be removed too aggressively, including the initial request path in some flows.

Proposed behavior

• Preserve manually-set Proxy-Authorization on the initial request path.
• Keep stripping behavior on redirect/proxy-change paths where rebuilding proxy auth is expected.

Implementation scope

I kept the patch intentionally small and focused:

• requests/sessions.py
• tests/test_5888_regression.py (new regression tests)

What tests cover

• initial non-redirect request preserves manually-set Proxy-Authorization
• redirect/proxy-change path strips header as expected
• no regression in related auth/header interaction

Patch branch

I cannot open a direct PR due to repository permission restrictions, so I’m sharing the branch here:

• Fork: aj-aura/requests
• Branch: fix/proxy-auth-header-5888
• Compare link:
  https://github.com/psf/requests/compare/main...aj-aura:requests:fix/proxy-auth-header-5888?expand=1

If this direction looks good, I can adjust the patch immediately based on maintainer guidance.

Thanks!

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