[core-https] Fix proxy issue (Azure#13911)

* [core-https] Fix proxy issue

There's some difference between the previous `tunnel.HttpsOverHttpsOptions` and
current `HttpsProxyAgentOptions`, in particular the former's `host` property
includes both the protocol and the host parts, while the later have separate
`host` and `protocol` properties.

* Address CR feedback

* Better error message

that include the invalid host string

Co-authored-by: Jeff Fisher <xirzec@xirzec.com>

* RangeError => Error

Co-authored-by: Jeff Fisher <xirzec@xirzec.com>

Author: jeremymeng

sdk/core/core-https/CHANGELOG.md

@@ -3,6 +3,7 @@
 ## 1.0.0-beta.2 (Unreleased)
 
 - Changed from exposing `DefaultHttpsClient` as a class directly, to providing `createDefaultHttpsClient()` to instantiate the appropriate runtime class.
+- Fix an issue when passing in proxy hosts. [PR 13911](https://github.com/Azure/azure-sdk-for-js/pull/13911)
 
 ## 1.0.0-beta.1 (2021-02-04)
 

sdk/core/core-https/src/nodeHttpsClient.ts

@@ -198,9 +198,17 @@ class NodeHttpsClient implements HttpsClient {
     const proxySettings = request.proxySettings;
     if (proxySettings) {
       if (!this.proxyAgent) {
+        let parsedUrl: URL;
+        try {
+          parsedUrl = new URL(proxySettings.host);
+        } catch (_error) {
+          throw new Error(`Expecting a valid host string in proxy settings, but found "${proxySettings.host}".`);
+        }
+
         const proxyAgentOptions: HttpsProxyAgentOptions = {
-          host: proxySettings.host,
+          hostname: parsedUrl.hostname,
           port: proxySettings.port,
+          protocol: parsedUrl.protocol,
           headers: request.headers.toJSON()
         };
         if (proxySettings.username && proxySettings.password) {