http: move headers collecting to writer

- add a client writer that does "push" response
  headers written to the client if the headers api
  is enabled
- remove special handling in sendf.c
- needs to be installed very early on connection
  setup to catch CONNECT response headers

Closes #12880

lib/url.c

@@ -3848,6 +3848,9 @@ CURLcode Curl_setup_conn(struct Curl_easy *data,
   if(!conn->bits.reuse)
     result = Curl_conn_setup(data, conn, FIRSTSOCKET, conn->dns_entry,
                              CURL_CF_SSL_DEFAULT);
+  if(!result)
+    result = Curl_headers_init(data);
+
   /* not sure we need this flag to be passed around any more */
   *protocol_done = FALSE;
   return result;