fix: should not proxy sockjs endpoint (#4550)

fixes #4504
thanks to facebook/create-react-app#7444

(cherry picked from commit 72ba750)

Author: haoqunjiang

packages/@vue/cli-service/lib/util/prepareProxy.js

@@ -44,10 +44,14 @@ module.exports = function prepareProxy (proxy, appPublicFolder) {
     process.exit(1)
   }
 
-  // Otherwise, if proxy is specified, we will let it handle any request except for files in the public folder.
+  // If proxy is specified, let it handle any request except for
+  // files in the public folder and requests to the WebpackDevServer socket endpoint.
+  // https://github.com/facebook/create-react-app/issues/6720
   function mayProxy (pathname) {
     const maybePublicPath = path.resolve(appPublicFolder, pathname.slice(1))
-    return !fs.existsSync(maybePublicPath)
+    const isPublicFileRequest = fs.existsSync(maybePublicPath)
+    const isWdsEndpointRequest = pathname.startsWith('/sockjs-node') // used by webpackHotDevClient
+    return !(isPublicFileRequest || isWdsEndpointRequest)
   }
 
   function createProxyEntry (target, usersOnProxyReq, context) {