-Wshadow clean.
Turn up the warnings.

We are currently clean; let's keep it that way.
Add options for --proto=tcp and --type=WEB.
Add debug for the bytes sent.
If we receive from TCP, for the payload bytes skip the length.

Otherwise for tcp->tcp relays we will have the length twice (on output)
when we should have it once, and for tcp->udp relays we have the
length once, when we should not have it.

(udp->udp and udp->tcp relays are fine since the length is not there.)