lib: xfer_setup and non-blocking shutdown

- clarify Curl_xfer_setup() with RECV/SEND flags and different calls for
  which socket they operate on. Add a shutdown flag for secondary
  sockets
- change Curl_xfer_setup() calls to new functions
- implement non-blocking connection shutdown at the end of receiving or
  sending a transfer

Closes #13913

lib/cf-socket.c

@@ -1028,7 +1028,6 @@ static CURLcode cf_socket_shutdown(struct Curl_cfilter *cf,
       unsigned char buf[1024];
       (void)sread(ctx->sock, buf, sizeof(buf));
     }
-    cf_socket_close(cf, data);
   }
   *done = TRUE;
   return CURLE_OK;