tidy-up: URLs (cont.) and mdlinkcheck

- add missing ending slashes.
  To avoid duplicates and to use canonical URLs.
- reapply lost updates.
  Follow-up to 2ae983bf4e #19879
- mdlinkcheck: include the `include` directory.
- mdlinkcheck: show unused whitelist items.
- mdlinkcheck: improve debug output.
- mdlinkcheck: delete redundant whitelist items.
- examples/simplessl: lowercase the protocol part.
- BINDINGS: replace one remaining HTTP URL with HTTPS.
  Issue: https://github.com/pycurl/pycurl/issues/892
- BINDINGS: fix a broken link.
- BINDINGS: follow a refresh content redirect.
- KNOWN_BUGS: whitespace.

Closes #19911

docs/examples/maxconnects.c

@@ -40,8 +40,8 @@ int main(void)
   curl = curl_easy_init();
   if(curl) {
     const char *urls[] = {
-      "https://example.com",
-      "https://curl.se",
+      "https://example.com/",
+      "https://curl.se/",
       "https://www.example/",
       NULL /* end of list */
     };