tidy-up: delete, comment or scope C macros reported unused

To reduce the number `-Wunused-macro` compiler warnings:
- delete unused macros.
- comment out unused macro that are part of a set.
- move macros into the scope they are used.

This may be useful to enable by default, but there are tricky cases that
I didn't manage to fix and paused the effort. E.g. internal features
checks in `openssl.c`. There is more, once those are fixed.

Closes #16279

docs/examples/externalsocket.c

@@ -25,7 +25,7 @@
  * Pass in a custom socket for libcurl to use.
  * </DESC>
  */
-#ifdef _WIN32
+#ifdef _MSC_VER
 #ifndef _WINSOCK_DEPRECATED_NO_WARNINGS
 #define _WINSOCK_DEPRECATED_NO_WARNINGS  /* for inet_addr() */
 #endif