Both were used for the same purposes and there was no logical separation
between them. Combined, this also saves 16 bytes in less holes in my
test build.

Closes #6798

unescaped is coming from Curl_urldecode and not a unicode conversion
function, so reclaiming its memory should be performed with a normal
call to free rather than curlx_unicodefree.  In reality, this is the
same thing as curlx_unicodefree is implemented as a call to free but
that's not guaranteed to always hold.  Using the curlx macro present
issues with memory debugging as well.

Closes #6671
Reviewed-by: Jay Satiro <raysatiro@yahoo.com>
Reviewed-by: Daniel Stenberg <daniel@haxx.se>

Closes #6515

... in most cases instead of 'struct connectdata *' but in some cases in
addition to.

- We mostly operate on transfers and not connections.

- We need the transfer handle to log, store data and more. Everything in
  libcurl is driven by a transfer (the CURL * in the public API).

- This work clarifies and separates the transfers from the connections
  better.

- We should avoid "conn->data". Since individual connections can be used
  by many transfers when multiplexing, making sure that conn->data
  points to the current and correct transfer at all times is difficult
  and has been notoriously error-prone over the years. The goal is to
  ultimately remove the conn->data pointer for this reason.

Closes #6425

Update a few format specifiers to match what is being printed.

Closes #6241

Closes #6172

Closes #6035

Makes get_protocol_family() faster and it moves the knowledge about the
"families" to each protocol handler, where it belongs.

Closes #5986

... or all "control codes" or nothing.

Assisted-by: Nicolas Sterchele