PreparedRequests can't bypass URL normalization when proxies are used

[shelld3v]

Related to #5289, where akmalhisyam found a way to bypass URL normalization using PreparedRequests, however, the solution doesn't work when you have proxies provided.

Expected Result

This should be able to explicitly set the request URL without getting normalized (from /../something.txt to /something.txt)

url = "http://example.com/../something.txt"
s = requests.Session()
req = requests.Request(method='POST' ,url=url, headers=headers, data=data)
prep = req.prepare()
prep.url = url
r = s.send(prep, proxies={"http": "http://127.0.0.1"}, verify=False)

Actual Result

The code above doesn't work, this one works though:

url = "http://example.com/../something.txt"
s = requests.Session()
req = requests.Request(method='POST' ,url=url, headers=headers, data=data)
prep = req.prepare()
prep.url = url
r = s.send(prep, verify=False)

Reproduction Steps

Use the code in Expected Result and check your proxy request log, you will see it doesn't work

System Information

$ python -m requests.help

{
  "chardet": {
    "version": "5.2.0"
  },
  "charset_normalizer": {
    "version": "2.0.12"
  },
  "cryptography": {
    "version": "38.0.4"
  },
  "idna": {
    "version": "3.4"
  },
  "implementation": {
    "name": "CPython",
    "version": "3.11.4"
  },
  "platform": {
    "release": "4.4.0-19041-Microsoft",
    "system": "Linux"
  },
  "pyOpenSSL": {
    "openssl_version": "30000080",
    "version": "21.0.0"
  },
  "requests": {
    "version": "2.32.3"
  },
  "system_ssl": {
    "version": "30000030"
  },
  "urllib3": {
    "version": "2.0.4"
  },
  "using_charset_normalizer": false,
  "using_pyopenssl": true
}