url.c: fix HTTP CONNECT tunnel establishment upon delayed response

Fixes initial proxy response being processed by the tunneled protocol
handler instead of the HTTP wrapper handler. This issue would trigger
upon delayed CONNECT response from the proxy.

Additionally fixes a multi interface code-path in which connections
would not time out properly.

This does not fix known bug #39.

URL: http://curl.haxx.se/mail/lib-2013-01/0191.html