case when 401 or 407 are returned, *IF* no auth credentials have been given.
The CURLOPT_FAILONERROR option is not possible to make fool-proof for 401
and 407 cases when auth credentials is given, but we've now covered this
somewhat more.

You might get some amounts of headers transferred before this situation is
detected, like for when a "100-continue" is received as a response to a
POST/PUT and a 401 or 407 is received immediately afterwards.

Added test 281 to verify this change.