http: normalize CONNECT request paths

[efekrskl]

Fixes #34347

Partially a revival of #34412 which was apparently moving in the right direction but got stalled and closed

[nodejs-github-bot]

Review requested:

• @nodejs/http
• @nodejs/net

[codecov]

Codecov Report

❌ Patch coverage is 97.14286% with 1 line in your changes missing coverage. Please review.
✅ Project coverage is 90.29%. Comparing base (a46087d) to head (673924c).

Files with missing lines	Patch %	Lines
lib/_http_client.js	97.14%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main   #64876      +/-   ##
==========================================
- Coverage   90.29%   90.29%   -0.01%     
==========================================
  Files         760      760              
  Lines      247061   247094      +33     
  Branches    46584    46601      +17     
==========================================
+ Hits       223096   223120      +24     
- Misses      15437    15454      +17     
+ Partials     8528     8520       -8     

Files with missing lines	Coverage Δ
lib/_http_client.js	97.61% <97.14%> (-0.02%)	⬇️

... and 25 files with indirect coverage changes

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