[compat] Add compat_urllib_request_Request

This is actually not a compatibility routine but rather a workaround for URLs without protocol specified.
The protocol-less URL is treated as HTTP one since it's most probable scenario and it will most likely to
redirect to HTTPS if HTTPS was actually expected. This routine could also be useful for any Request
preprocessing that may be added in future.

youtube_dl/compat.py

@@ -198,6 +198,14 @@ except ImportError:  # Python < 3.4
 
             return compat_urllib_response.addinfourl(io.BytesIO(data), headers, url)
 
+
+# Prepend protocol-less URLs with `http:` scheme in order to mitigate the number of
+# unwanted failures due to missing protocol
+def compat_urllib_request_Request(url, *args, **kwargs):
+    return compat_urllib_request.Request(
+        'http:%s' % url if url.startswith('//') else url, *args, **kwargs)
+
+
 try:
     compat_basestring = basestring  # Python 2
 except NameError: