TE: do the Connection: header

When TE: is inserted in the request, we must add a "Connection: TE" as
well to be HTTP 1.1 compliant. If a custom Connection: header is passed
in, we must use that and only append TE to it. Test case 1125 verifies
TE: + custom Connection:.

tests/data/test1124

@@ -61,6 +61,7 @@ http://%HOSTIP:%HTTPPORT/1124 -H "TE: gzip"
 GET /1124 HTTP/1.1
 Host: %HOSTIP:%HTTPPORT
 Accept: */*
+Connection: TE
 TE: gzip
 
 </protocol>