mark connection as connected

Kenny To filed the bug report #2963679 with patch to fix a
problem he experienced with doing multi interface HTTP POST over
a proxy using PROXYTUNNEL. He found a case where it would connect
fine but bits.tcpconnect was not set correct so libcurl didn't
work properly.

(http://curl.haxx.se/bug/view.cgi?id=2963679)

lib/connect.c

@@ -574,6 +574,7 @@ CURLcode Curl_is_connected(struct connectdata *conn,
     int error;
     if(verifyconnect(sockfd, &error)) {
       /* we are connected, awesome! */
+      conn->bits.tcpconnect = TRUE;
       *connected = TRUE;
       return CURLE_OK;
     }