Jason McDonald posted bug report #3006786 when he found that the
SFTP code didn't timeout properly in several places in the code
even if a timeout was set properly.

Based on his suggested patch, I wrote a different implementation
that I think addressed the issue better and also uses the connect
timeout for the initial part of the SSH/SFTP done during the
"protocol connect" phase.

(http://curl.haxx.se/bug/view.cgi?id=3006786)