Fix uninitialized variable usage and other minors.

Calling htpy.config() now sets the transaction auto destroy feature.

Failure to generate a config in connection parser init should be caught earlier.

No need to set transaction auto destroy when passed a config object into
the connection parser init.

In htpy.init(), remove the htp config object pointer. We were using it
uninitialized in failure cases during cleanup. I should sleep more I guess. ;)