Free (proxy)userpwd for NTLM/Negotiate after sending a request header

- contrary to the existing comment the basic and digest header will not
  be freed by the next request (although they might get recreated if
  used in the same easy handle); and neither should they.
- sending NTLM/Negotiate header after successful authentication breaks
  the connection with certain Proxies and request types (POST to MS
  Forefront).