Setting HTTP_PROXY, HTTPS_PROXY uppercase do not work

[aminvakil]

Problem Statement

Reposting #3945 to fit issue templates:

This reminds me of a problem which I've faced a while ago, setting HTTP_PROXY, HTTPS_PROXY does not work, it should be lowercase.

There are lots of packages which work this way (either lowercase or uppercase), but maybe we can support both, this should be left for another PR though.

Originally posted by @aminvakil in #3944 (comment)

Solution Brainstorm

Take uppercase variables of HTTP_PROXY, HTTPS_PROXY, NO_PROXY into account, do not override lowercase variables if already set.