Under the default system CA policy, a custom CA given to a client keeps
the system CAs out. SSLClient and WebSocketClient only noted the custom
CA when set_ca_cert_store() got a store or load_ca_cert_store() got some
bytes, so a NULL store, such as the one tls::create_ca_store() returns
for a PEM it cannot parse, or an empty PEM left the client trusting
every system CA instead. Note the custom CA on every call, so that such
a client fails verification. A redirect still passes a CA on only when
the original client had one.