It seems that some systems (e.g. fairly consistently in some recent
Solaris autobuilds) would manage to get to the connect phase before the
progress callback was called, resulting in a CURLE_COULDNT_CONNECT
error. Reworked the test to point at a test server that never returns a
full result so the progress callback always gets a chance to be called
before the transfer can complete in some other way.
Verify the change brought in commit 8e11731653061. It makes sure that
returning a failure from the progress callback even very early results
in the correct return code.