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/socks.c

@@ -1308,7 +1308,7 @@ static CURLcode socks_proxy_cf_connect(struct Curl_cfilter *cf,
   cf->connected = TRUE;
 
 out:
-  *done = cf->connected;
+  *done = (bool)cf->connected;
   return result;
 }