ProxyConnector doesn't always set correct request line #368
Description
I tried using aiohttp with a HTTP proxy and ran into several problems. Most proxies simply broke and told me the client made a malformed request, some other notified me that I need to enable transparent proxy support.
I think this is because the correct request line is only set when the first connection to the proxy is made.
The relevant code to update the request line for the proxy should be here: https://github.com/KeepSafe/aiohttp/blob/master/aiohttp/connector.py#L523
_create_connection seems to be called in BaseConnector.connect, which is only used in ClientSession.request, if I understand the code correctly.
If you look at the source of BaseConnector.connect you can see that _create_connection is only called as long as there is no existing connection - thus request that reuse an existing connection don't get an updated request line and will fail, as long as the HTTP proxy doesn't have transparent proxy support.
This also happens when reusing the same ProxyConnector for multiple requests, even if not using a Session object, since the connection to the proxy is stored in the Connector.