GHA: enable -Wunused-macros in clang-tidy jobs

Also fix fallouts found.

Windows clang-tidy CI job is a little pickier than I'd prefer due to the
`_CURL_TESTS_CONCAT=ON` option used there, and all macros considered
local, thus checked by the compiler. Upside: it revealed macro usage
dynamics in tests. If too annoying, `first.h` may be opted-out from the
concat logic. Some macros may also be deleted instead of `#if 0`-ing.

Follow-up to e0e56e9ae4 #21550
Follow-up to 5fa5cb3825 #20593

Closes #21554

.github/workflows/windows.yml

@@ -782,7 +782,7 @@ jobs:
         include:
           - { build: 'autotools', compiler: 'gcc' }
           - { build: 'cmake'    , compiler: 'gcc' }
-          - { build: 'cmake'    , compiler: 'clang-tidy', install_packages: 'clang-20 clang-tidy-20' }
+          - { build: 'cmake'    , compiler: 'clang-tidy', install_packages: 'clang-20 clang-tidy-20', CFLAGS: '-Wunused-macros' }
     steps:
       - name: 'install packages'
         timeout-minutes: 2
@@ -801,6 +801,8 @@ jobs:
         run: autoreconf -fi
 
       - name: 'configure'
+        env:
+          CFLAGS: '${{ matrix.CFLAGS }}'
         run: |
           if [ "${MATRIX_BUILD}" = 'cmake' ]; then
             if [ "${MATRIX_COMPILER}" = 'clang-tidy' ]; then