Re-enable xrootd 4.0.2.

- Update to xrootd 4.0.2
- Patch cmake to keep  XrdClientProtocol.hh XrdClientSid.hh headers as private headers
- Include private headers in default headers location
- Purge old and unused patches.
Merge pull request #922 from degano/re-enable_xrootd402_72X

Re-enable xrootd 4.0.2.