s_client: Better response success check for CONNECT

Instead of looking for "200" and "established" (and failing all other
2xx responses or "Established"), let's look for a line that's not a
header (i.e. doesn't contain a ':') and where the first space is
followed by a '2'.

Reviewed-by: Rich Salz <rsalz@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/1664)