CURLOPT_PREREQFUNCTION: add new callback

Triggered before a request is made but after a connection is set up

Changes:

- callback: Update docs and callback for pre-request callback
- Add documentation for CURLOPT_PREREQDATA and CURLOPT_PREREQFUNCTION,
- Add redirect test and callback failure test
- Note that the function may be called multiple times on a redirection
- Disable new 2086 test due to Windows weirdness

Closes #7477

lib/setopt.c

@@ -3013,6 +3013,12 @@ CURLcode Curl_vsetopt(struct Curl_easy *data, CURLoption option, va_list param)
       return result;
     break;
 #endif
+  case CURLOPT_PREREQFUNCTION:
+    data->set.fprereq = va_arg(param, curl_prereq_callback);
+    break;
+  case CURLOPT_PREREQDATA:
+    data->set.prereq_userp = va_arg(param, void *);
+    break;
   default:
     /* unknown tag and its companion, just ignore: */
     result = CURLE_UNKNOWN_OPTION;