test1521: test *all* curl_easy_setopt options

mk-lib1521.pl generates a test program (lib1521.c) that calls
curl_easy_setopt() for every known option with a few typical values to
make sure they work (ignoring the return codes).

Some small changes were necessary to avoid asserts and NULL accesses
when doing this.

The perl script needs to be manually rerun when we add new options.

Closes #1543