Comment 7 for bug 1833229

404 Client Error: Not Found for url: http://mirror.dfw.rax.openstack.org/wheel/urllib3/
Traceback (most recent call last):
  File "/root/pip-latest/lib/python3.6/site-packages/pip/index.py", line 796, in get_page
    resp.raise_for_status()
  File "/root/pip-latest/share/python-wheels/requests-2.18.4-py2.py3-none-any.whl/requests/models.py", line 935, in raise_for_status
    raise HTTPError(http_error_msg, response=self)
pip._vendor.requests.exceptions.HTTPError: 404 Client Error: Not Found for url: http://mirror.dfw.rax.openstack.org/wheel/urllib3/

As you can see the correct/vendor path-ed exception is being raised and caught.