If EPSV, EPRT or LPRT is tried and doesn't work, it will not be retried on
the same server again even if a following request is made using a persistent
connection.

If a second request is made to a server, requesting a file from the same
directory as the previous request operated on, libcurl will no longer make
that long series of CWD commands just to end up on the same spot. Note that
this is only for *exactly* the same dir. There is still room for improvements
to optimize the CWD-sending when the dirs are only slightly different.

Added test 210, 211 and 212 to verify these changes. Had to improve the
test script too and added a new primitive to the test file format.