http: implement capture rejections for 'request' event

PR-URL: https://github.com/nodejs/node/pull/27867


Reviewed-By: Benjamin Gruenbaum <benjamingr@gmail.com>
Reviewed-By: James M Snell <jasnell@gmail.com>
Reviewed-By: Jeremiah Senkpiel <fishrock123@rocketmail.com>
Reviewed-By: Anna Henningsen <anna@addaleax.net>
Reviewed-By: Michaël Zasso <targos@protonmail.com>