- David Byron found and fixed a small bug with the --fail and authentication

stuff added a few weeks ago.  Turns out that if you specify --proxy-ntlm and
  communicate with a proxy that requires basic authentication, the proxy
  properly returns a 407, but the failure detection code doesn't realize it
  should give up, so curl returns with exit code 0. Test case 162 verifies
  this.

lib/urldata.h

@@ -725,6 +725,7 @@ struct UrlState {
                      depending on authstage) */
   long authavail; /* what the server reports */
 
+  bool authproblem; /* TRUE if there's some problem authenticating */
   bool authdone; /* TRUE when the auth phase is done and ready
                     to do the *actual* request */
 #ifdef USE_ARES