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

src/tool_doswin.c

@@ -25,6 +25,9 @@
 
 #if defined(_WIN32) || defined(MSDOS)
 
+#include "curlx/basename.h" /* for curlx_basename() */
+#include "curlx/version_win32.h" /* for curlx_verify_windows_version() */
+
 #ifdef _WIN32
 #  include <tlhelp32.h>
 #elif !defined(__DJGPP__) || (__DJGPP__ < 2)  /* DJGPP 2.0 has _use_lfn() */