msvc: drop exception, make BIT() a bitfield with Visual Studio

Add casts to `bool`, or use `bit` type in local variables, where
neccessary to avoid MSVC compiler warnings C4242.

Note: There may remain places needing the above updates, where not
tested in CI, and missed in manual review.

Also:
- urldata: convert struct field `connect_only` to bitfield to match its
  counterpart in another struct.
- rename curl-specific `bit` type to `curl_bit`.

Closes #20142

lib/cookie.c

@@ -1169,7 +1169,7 @@ CURLcode Curl_cookie_loadfiles(struct Curl_easy *data)
       data->state.cookie_engine = TRUE;
       while(list) {
         result = cookie_load(data, list->data, data->cookies,
-                             data->set.cookiesession);
+                             (bool)data->set.cookiesession);
         if(result)
           break;
         list = list->next;