(http://curl.haxx.se/bug/view.cgi?id=1481217), with follow-ups by Michele Bini
and David Byron. libcurl previously wrongly used GetLastError() on windows to
get error details after socket-related function calls, when it really should
use WSAGetLastError() instead.

When changing to this, the former function Curl_ourerrno() is now instead
called Curl_sockerrno() as it is necessary to only use it to get errno from
socket-related functions as otherwise it won't work as intended on Windows.