proxy. libcurl would then wrongly close the connection after each
  request. In his case it had the weird side-effect that it killed NTLM auth
  for the proxy causing an inifinite loop!

  I added test case 1098 to verify this fix. The test case does however not
  properly verify that the transfers are done persistently - as I couldn't
  think of a clever way to achieve it right now - but you need to read the
  stderr output after a test run to see that it truly did the right thing.