multi: convert CURLM_STATE_CONNECT_PEND handling to a list

... instead of scanning through all handles, stash only the actual
handles that are in that state in the new ->pending list and scan that
list only. It should be mostly empty or very short. And only used for
pipelining.

This avoids a rather hefty slow-down especially notable if you add many
handles to the same multi handle. Regression introduced in commit
0f147887 (version 7.30.0).

Bug: http://curl.haxx.se/mail/lib-2014-07/0206.html
Reported-by: David Meyer