lib: Prefix URLs with lower-case protocol names/schemes

Before this patch, if a URL does not start with the protocol
name/scheme, effective URLs would be prefixed with upper-case protocol
names/schemes. This behavior might not be expected by library users or
end users.

For example, if `CURLOPT_DEFAULT_PROTOCOL` is set to "https". And the
URL is "hostname/path". The effective URL would be
"HTTPS://hostname/path" instead of "https://hostname/path

".

After this patch, effective URLs would be prefixed with a lower-case
protocol name/scheme.

Closes #597

Signed-off-by: Mohammad AlSaleh <CE.Mohammad.AlSaleh@gmail.com>