warnings like:
  'x' may be used uninitialized in this function.

mode. (djgpp/Watt-32 has 3 ways). Should rewrite this using
"#elif ..", but maybe there is still broken cpp around?

A) Normal non-proxy HTTP:

 - no more "Pragma: no-cache" (this only makes sense to proxies)

B) Non-CONNECT HTTP request over proxy:

 - "Pragma: no-cache" is used (like before)
 - "Proxy-Connection: Keep-alive" (for older style 1.0-proxies)

C) CONNECT HTTP request over proxy:

 - "Host: [name]:[port]"
 - "Proxy-Connection: Keep-alive"

be returned at times when we want to ignore them. Test case 160 fails on Linux,
so I modify the comparison to check for _only_ the error bit set...