FTP: do the HTTP CONNECT for data connection blocking

** WORK-AROUND **

The introduced non-blocking general behaviour for Curl_proxyCONNECT()
didn't work for the data connection establishment unless it was very
fast. The newly introduced function argument makes it operate in a more
blocking manner, more like it used to work in the past. This blocking
approach is only used when the FTP data connecting through HTTP proxy.

Blocking like this is bad. A better fix would make it work more
asynchronously.

Bug: https://github.com/bagder/curl/issues/278