this is my vue.config.js, work fine for me:
module.exports = {
    baseUrl: './',
    assetsDir: 'static',
    productionSourceMap: false,
    configureWebpack: {
        devServer: {
            headers: { "Access-Control-Allow-Origin": "*" }
        }
    },
    devServer: {
        proxy: {
            '/api': {
                target: 'http://127.0.0.1:3333/api/',
                changeOrigin: false,
                secure: false,
                pathRewrite: {
                    '^/api': ''
                },
                onProxyReq: function (request) {
                    request.setHeader("origin", "http://127.0.0.1:3333");
                }
            }
        }
    }
}
axios.config.js:
import axios from 'axios';
import { Message, Loading } from 'element-ui'
// axios.defaults.baseURL = "http://127.0.0.1:3333/";
axios.defaults.timeout = 5 * 1000
// axios.defaults.withCredentials = true
axios.defaults.headers.post['Content-Type'] = 'application/x-www-form-urlencoded;charset=UTF-8'
let loading = null;
function startLoading() {
    loading = Loading.service({
        lock: true,
        text: 'loading....',
        spinner: 'el-icon-loading',
        background: 'rgba(0, 0, 0, 0.8)'
    })
}
function endLoading() {
    loading.close()
}
axios.interceptors.request.use(
    (confing) => {
        startLoading()
        // if (localStorage.eToken) {
        //     confing.headers.Authorization = localStorage.eToken
        // }
        return confing
    },
    (error) => {
        console.log("request error: ", error)
        return Promise.reject(error)
    }
)
axios.interceptors.response.use(
    (response) => {
        endLoading()
        return response.data;
    },
    (error) => {
        console.log("response error: ", error);
        endLoading()
        return Promise.reject(error)
    }
)
export const postRequest = (url, params) => {
    return axios({
        method: 'post',
        url: url,
        data: params,
        transformRequest: [function (data) {
            let ret = ''
            for (let it in data) {
                ret += encodeURIComponent(it) + '=' + encodeURIComponent(data[it]) + '&'
            }
            return ret
        }],
        headers: {
            'Content-Type': 'application/x-www-form-urlencoded'
        }
    });
}
export const uploadFileRequest = (url, params) => {
    return axios({
        method: 'post',
        url: url,
        data: params,
        headers: {
            'Content-Type': 'multipart/form-data'
        }
    });
}
export const getRequest = (url) => {
    return axios({
        method: 'get',
        url: url
    });
}
export const putRequest = (url, params) => {
    return axios({
        method: 'put',
        url: url,
        data: params,
        transformRequest: [function (data) {
            let ret = ''
            for (let it in data) {
                ret += encodeURIComponent(it) + '=' + encodeURIComponent(data[it]) + '&'
            }
            return ret
        }],
        headers: {
            'Content-Type': 'application/x-www-form-urlencoded'
        }
    });
}
export const deleteRequest = (url) => {
    return axios({
        method: 'delete',
        url: url
    });
}
api request:
import {postRequest} from "../http";
const category = {
    store(params) {
        return postRequest("/api/admin/category", params);
    }
}
export default category;

the principle:
