Report each failed client request to the error logger once

A failed request could reach the client's error logger twice: once from
the step that failed, without a request when that was the TLS setup or
the proxy CONNECT, and again from send_() with the request. A content
receiver or progress callback that canceled was reported twice too, a
CONNECT answered with 407 only without a request, and a stream that
failed to open not at all unless TLS failed.

Report a failure in one place instead. The outermost send() reports the
request's error once, with the request the caller made, also when the
failure happened on a redirect (a redirect client no longer gets the
error logger) and when an answer carries an error, such as a proxy's
407. open_stream() reports a stream that fails to open the same way.
Only an upload body compressed before send() still reports where it
fails.

README-sse.md

@@ -79,7 +79,7 @@ sse.set_max_reconnect_attempts(10);
 sse.set_headers({{"Authorization", "Bearer new_token"}});
 ```
 
-The client reconnects when it cannot connect or the stream ends. A status other than `200` calls `on_error(Error::Connection)`; a `204`, `403` or `404` then stops the client, and any other status, `401` included, reconnects, so an `on_error` handler can refresh credentials with `set_headers()`. `set_max_reconnect_attempts()` counts reconnect attempts in a row: the count starts over after each successful connection.
+The client reconnects when it cannot connect or the stream ends. A status other than `200` calls `on_error(Error::Connection)`; a `204`, `403` or `404` then stops the client, and any other status, `401` included, reconnects, so an `on_error` handler can refresh credentials with `set_headers()`. `set_max_reconnect_attempts()` counts reconnect attempts in a row: the count starts over after each successful connection. Each attempt that fails to connect is also reported to the `Client`'s error logger.
 
 An event, or a line still waiting for its end, longer than `CPPHTTPLIB_SSE_MAX_EVENT_LENGTH` (16MB by default, `0` for no limit) ends the connection with `Error::ExceedMaxPayloadSize`, and the client stops rather than reconnect to the same event. The client's `set_payload_max_length()` does not apply to the stream as a whole, which has no end.