test1509: verify proxy header response headers count

Modified sws to support and use custom CONNECT responses instead of the
previously naive hard-coded version. Made the HTTP test server able to
extract test case number from the host name in a CONNECT request by
finding the number after the last dot. It makes 'machine.moo.123' use
test case 123.

Adapted a larger amount of tests to the new <connect> style.

Bug: http://curl.haxx.se/bug/view.cgi?id=1204
Reported by: Martin Jansen

tests/data/test1059

@@ -12,13 +12,13 @@ FAILURE
 #
 # Server-side
 <reply>
-<data>
+<connect>
 HTTP/1.1 501 Method not implemented swsclose
 Date: Thu, 09 Nov 2010 14:49:00 GMT
 Connection: close
 Content-Length: 0
 
-</data>
+</connect>
 </reply>
 
 #