build: include curlx headers directly in src and tests

To include what's actually used.

Also:
- drop unused includes.
- scope includes where possible.
- drop `curlx/curlx.h` umbrella header.
- config2setopts: include `netinet/in.h` for Cygwin/MSYS2.
  Previously included by chance via an unused curlx include.

Closes #20776

lib/Makefile.inc

@@ -47,7 +47,6 @@ LIB_CURLX_CFILES =      \
 LIB_CURLX_HFILES =      \
   curlx/base64.h        \
   curlx/basename.h      \
-  curlx/curlx.h         \
   curlx/dynbuf.h        \
   curlx/fopen.h         \
   curlx/inet_ntop.h     \