Introduced the initial setup to allow closesocket callbacks by making
sure sclose() is only ever called from one place in the libcurl source
and still run all test cases fine.
The new http_proxy.* files now host HTTP proxy specific code (500+ lines
moved out from http.c), and as a consequence there is a macro introduced
for the Curl_proxyCONNECT() function so that code can use it without
actually supporting proxy (or HTTP) in builds.
