is inited at the start of the DO action. I removed the Curl_transfer_keeper
struct completely, and I had to move out a few struct members (that had to
be set before DO or used after DONE) to the UrlState struct. The SingleRequest
struct is accessed with SessionHandle->req.

One of the biggest reasons for doing this was the bunch of duplicate struct
members in HandleData and Curl_transfer_keeper since it was really messy to
keep track of two variables with the same name and basically the same purpose!