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

lib/http_ntlm.c

@@ -33,8 +33,6 @@
  * https://www.innovation.ch/java/ntlm.html
  */
 
-#define DEBUG_ME 0
-
 #include "urldata.h"
 #include "sendf.h"
 #include "strcase.h"
@@ -55,12 +53,6 @@
 #include "curl_memory.h"
 #include "memdebug.h"
 
-#if DEBUG_ME
-# define DEBUG_OUT(x) x
-#else
-# define DEBUG_OUT(x) Curl_nop_stmt
-#endif
-
 CURLcode Curl_input_ntlm(struct Curl_easy *data,
                          bool proxy,         /* if proxy or not */
                          const char *header) /* rest of the www-authenticate: