PROXYHEADER: send these headers in "normal" proxy requests too

Updated the docs to clarify and the code accordingly, with test 1528 to
verify:

When CURLHEADER_SEPARATE is set and libcurl is asked to send a request
to a proxy but it isn't CONNECT, then _both_ header lists
(CURLOPT_HTTPHEADER and CURLOPT_PROXYHEADER) will be used since the
single request is then made for both the proxy and the server.

lib/http.c

@@ -1544,80 +1544,120 @@ static CURLcode expect100(struct SessionHandle *data,
   return result;
 }
 
+enum proxy_use {
+  HEADER_SERVER,  /* direct to server */
+  HEADER_PROXY,   /* regular request to proxy */
+  HEADER_CONNECT  /* sending CONNECT to a proxy */
+};
+
 CURLcode Curl_add_custom_headers(struct connectdata *conn,
-                                 bool is_proxy,
+                                 bool is_connect,
                                  Curl_send_buffer *req_buffer)
 {
   char *ptr;
-  struct curl_slist *headers=
-    (is_proxy && conn->data->set.sep_headers)?
-    conn->data->set.proxyheaders:conn->data->set.headers;
+  struct curl_slist *h[2];
+  struct curl_slist *headers;
+  int numlists=1; /* by default */
+  struct SessionHandle *data = conn->data;
+  int i;
 
-  while(headers) {
-    ptr = strchr(headers->data, ':');
-    if(ptr) {
-      /* we require a colon for this to be a true header */
+  enum proxy_use proxy;
 
-      ptr++; /* pass the colon */
-      while(*ptr && ISSPACE(*ptr))
-        ptr++;
+  if(is_connect)
+    proxy = HEADER_CONNECT;
+  else
+    proxy = conn->bits.httpproxy && !conn->bits.tunnel_proxy?
+      HEADER_PROXY:HEADER_SERVER;
 
-      if(*ptr) {
-        /* only send this if the contents was non-blank */
-
-        if(conn->allocptr.host &&
-           /* a Host: header was sent already, don't pass on any custom Host:
-              header as that will produce *two* in the same request! */
-           checkprefix("Host:", headers->data))
-          ;
-        else if(conn->data->set.httpreq == HTTPREQ_POST_FORM &&
-                /* this header (extended by formdata.c) is sent later */
-                checkprefix("Content-Type:", headers->data))
-          ;
-        else if(conn->bits.authneg &&
-                /* while doing auth neg, don't allow the custom length since
-                   we will force length zero then */
-                checkprefix("Content-Length", headers->data))
-          ;
-        else if(conn->allocptr.te &&
-                /* when asking for Transfer-Encoding, don't pass on a custom
-                   Connection: */
-                checkprefix("Connection", headers->data))
-          ;
-        else {
-          CURLcode result = Curl_add_bufferf(req_buffer, "%s\r\n",
-                                             headers->data);
-          if(result)
-            return result;
-        }
-      }
+  switch(proxy) {
+  case HEADER_SERVER:
+    h[0] = data->set.headers;
+    break;
+  case HEADER_PROXY:
+    h[0] = data->set.headers;
+    if(data->set.sep_headers) {
+      h[1] = data->set.proxyheaders;
+      numlists++;
     }
-    else {
-      ptr = strchr(headers->data, ';');
-      if(ptr) {
+    break;
+  case HEADER_CONNECT:
+    if(data->set.sep_headers)
+      h[0] = data->set.proxyheaders;
+    else
+      h[0] = data->set.headers;
+    break;
+  }
 
-        ptr++; /* pass the semicolon */
+  /* loop through one or two lists */
+  for(i=0; i < numlists; i++) {
+    headers = h[i];
+
+    while(headers) {
+      ptr = strchr(headers->data, ':');
+      if(ptr) {
+        /* we require a colon for this to be a true header */
+
+        ptr++; /* pass the colon */
         while(*ptr && ISSPACE(*ptr))
           ptr++;
 
         if(*ptr) {
-          /* this may be used for something else in the future */
-        }
-        else {
-          if(*(--ptr) == ';') {
-            CURLcode result;
+          /* only send this if the contents was non-blank */
 
-            /* send no-value custom header if terminated by semicolon */
-            *ptr = ':';
-            result = Curl_add_bufferf(req_buffer, "%s\r\n",
-                                             headers->data);
+          if(conn->allocptr.host &&
+             /* a Host: header was sent already, don't pass on any custom Host:
+                header as that will produce *two* in the same request! */
+             checkprefix("Host:", headers->data))
+            ;
+          else if(data->set.httpreq == HTTPREQ_POST_FORM &&
+                  /* this header (extended by formdata.c) is sent later */
+                  checkprefix("Content-Type:", headers->data))
+            ;
+          else if(conn->bits.authneg &&
+                  /* while doing auth neg, don't allow the custom length since
+                     we will force length zero then */
+                  checkprefix("Content-Length", headers->data))
+            ;
+          else if(conn->allocptr.te &&
+                  /* when asking for Transfer-Encoding, don't pass on a custom
+                     Connection: */
+                  checkprefix("Connection", headers->data))
+            ;
+          else {
+            CURLcode result = Curl_add_bufferf(req_buffer, "%s\r\n",
+                                               headers->data);
             if(result)
               return result;
           }
         }
       }
+      else {
+        ptr = strchr(headers->data, ';');
+        if(ptr) {
+
+          ptr++; /* pass the semicolon */
+          while(*ptr && ISSPACE(*ptr))
+            ptr++;
+
+          if(*ptr) {
+            /* this may be used for something else in the future */
+          }
+          else {
+            if(*(--ptr) == ';') {
+              CURLcode result;
+
+              /* send no-value custom header if terminated by semicolon */
+              *ptr = ':';
+              result = Curl_add_bufferf(req_buffer, "%s\r\n",
+                                        headers->data);
+              if(result)
+                return result;
+            }
+          }
+        }
+      }
+      headers = headers->next;
     }
-    headers = headers->next;
   }
   return CURLE_OK;
 }