curl: --continue-at is mutually exclusive with --remove-on-error

Test 482 verifies

Fixes #15645
Reported-by: Harry Sintonen
Closes #15668

tests/data/test482

@@ -0,0 +1,41 @@
+<testcase>
+<info>
+<keywords>
+HTTP
+--remove-on-error
+--continue-at
+</keywords>
+</info>
+
+#
+# Server-side
+<reply>
+</reply>
+
+#
+# Client-side
+<client>
+<server>
+http
+</server>
+<name>
+--remove-on-error with --continue-at
+</name>
+<command option="no-output,no-include">
+http://non-existing-host.haxx.se. --remove-on-error -C 1 -o "%LOGDIR/%TESTNUMBER"
+</command>
+</client>
+
+#
+# Verify data after the test has been "shot"
+<verify>
+<errorcode>
+2
+</errorcode>
+<stderr mode="text">
+curl: --continue-at is mutually exclusive with --remove-on-error
+curl: option -C: is badly used here
+curl: try 'curl --help' or 'curl --manual' for more information
+</stderr>
+</verify>
+</testcase>