urldata: clean up the use of the protocol specific structs

1 - always allocate the struct in protocol->setup_connection. Some
protocol handlers had to get this function added.

2 - always free at the end of a request. This is also an attempt to keep
less memory in the handle after it is completed.
SessionHandle: the protocol specific pointer is now a void *

All protocol handler structs are now opaque (void *) in the
SessionHandle struct and moved in the request-specific sub-struct
'SingleRequest'. The intension is to keep the protocol specific
knowledge in their own dedicated source files [protocol].c etc.

There's some "leakage" where this policy is violated, to be addressed at
a later point in time.
cleanup: removed one function, made one static

Moved Curl_easy_addmulti() from easy.c to multi.c, renamed it to
easy_addmulti and made it static.

Removed Curl_easy_initHandleData() and uses of it since it was emptied
in commit cdda92ab67b47d74a.