agent: Normalize URLs

[JerryLeiDing]

We should normalize all URLs before sending requests.

Currently, an extra empty path segment in the URL can cause problems if the request method is rewritten.

[ojarjur]

Similarly, we should ensure that if the initial request to the proxy results in a redirect, that the method does not get changed to GET.

We know that in our use case we never want the method to be changed on redirects, so we should see if we can actively disable that behavior

[ojarjur]

I added #20 to track the related issue of detecting when the request method changes.