lwip: Fix compatibility issues with later versions

The name of the header guard in lwIP's <lwip/opt.h> has changed from
'__LWIP_OPT_H__' to 'LWIP_HDR_OPT_H' (bug #35874 in May 2015).

Other fixes:

- In curl_setup.h, the problem with an old PSDK doesn't apply if lwIP is
used.

- In memdebug.h, the 'socket' should be undefined first due to lwIP's
lwip_socket() macro.

- In curl_addrinfo.c lwIP's getaddrinfo() + freeaddrinfo() macros need
special handling because they were undef'ed in memdebug.h.

- In select.c we can't use preprocessor conditionals inside select if
MSVC and select is a macro, as it is with lwIP.

http://curl.haxx.se/mail/lib-2015-12/0023.html
http://curl.haxx.se/mail/lib-2015-12/0024.html