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.

docs-src/pages/en/cookbook/c19-client-logger.md

@@ -35,7 +35,7 @@ cli.set_error_logger([](const httplib::Error &err, const httplib::Request *req)
 });
 ```
 
-The second argument `req` can be null — it happens when the error comes from setting up the connection, such as the TLS handshake, loading CA certificates, or opening a tunnel through a proxy. Always null-check before dereferencing.
+Each failed request is reported once, with the request you made, also when it failed on a redirect. A stream that fails to open with `open_stream()` or `stream::Get()` is reported the same way; errors while reading its body come back through `read_error()` instead. `req` is null only in a server's error logger, for errors that belong to no request.
 
 ## Use both together