Don't default url

A recent change (6d2b7a836790dcb9ebe51e8f7ed606d560ef78bf) made it impossible to not use the `url` configuration for a client. Going without (only using `host` and `port`) would set `url` to just */*, which would trigger the *Malformed URL* exception in cURL.

The fix is simple though and I've provided a test to catch this error in the future.