FILE: fix CURLOPT_NOBODY and CURLOPT_HEADER output

Now FILE transfers send headers to the header callback like HTTP and
other protocols. Also made curl_easy_getinfo(...CURLINFO_PROTOCOL...)
work for FILE in the callbacks.

Makes "curl -i file://.." and "curl -I file://.." work like before
again. Applied the bold header logic to them too.

Regression from c1c27625 (7.61.0)

Reported-by: Shaun Jackman
Fixes #3083
Closes #3101