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

tests/libtest/first.h

@@ -43,7 +43,15 @@ extern const struct entry_s s_entries[];
 
 extern int unitfail; /* for unittests */
 
-#include <curlx/curlx.h>
+#include "curlx/base64.h" /* for curlx_base64* */
+#include "curlx/dynbuf.h" /* for curlx_dyn_*() */
+#include "curlx/fopen.h" /* for curlx_f*() */
+#include "curlx/strcopy.h" /* for curlx_strcopy() */
+#include "curlx/strerr.h" /* for curlx_strerror() */
+#include "curlx/strparse.h" /* for curlx_str_* parsing functions */
+#include "curlx/timediff.h" /* for timediff_t type and related functions */
+#include "curlx/timeval.h" /* for curlx_now type and related functions */
+#include "curlx/wait.h" /* for curlx_wait_ms() */
 
 #ifdef HAVE_SYS_SELECT_H
 /* since so many tests use select(), we can just as well include it here */

tests/server/first.h

@@ -62,7 +62,18 @@ extern const struct entry_s s_entries[];
 #include <netdb.h>
 #endif
 
-#include <curlx/curlx.h>
+#include "curlx/base64.h" /* for curlx_base64* */
+#include "curlx/fopen.h" /* for curlx_f*() */
+#include "curlx/inet_ntop.h" /* for curlx_inet_ntop() */
+#include "curlx/inet_pton.h" /* for curlx_inet_pton() */
+#include "curlx/nonblock.h" /* for curlx_nonblock() */
+#include "curlx/strcopy.h" /* for curlx_strcopy() */
+#include "curlx/strerr.h" /* for curlx_strerror() */
+#include "curlx/strparse.h" /* for curlx_str_* parsing functions */
+#include "curlx/timediff.h" /* for timediff_t type and related functions */
+#include "curlx/timeval.h" /* for curlx_now type and related functions */
+#include "curlx/wait.h" /* for curlx_wait_ms() */
+#include "curlx/winapi.h" /* for curlx_winapi_strerror() */
 
 #ifdef _WIN32
 #include <curlx/snprintf.h>