CLOSESOCKETFUNCTION: added

Introduced the initial setup to allow closesocket callbacks by making
sure sclose() is only ever called from one place in the libcurl source
and still run all test cases fine.

lib/http_proxy.c

@@ -37,6 +37,7 @@
 #include "rawstr.h"
 #include "progress.h"
 #include "non-ascii.h"
+#include "connect.h"
 
 #define _MPRINTF_REPLACE /* use our functions only */
 #include <curl/mprintf.h>
@@ -482,7 +483,7 @@ CURLcode Curl_proxyCONNECT(struct connectdata *conn,
 
       if(closeConnection && data->req.newurl) {
         /* Connection closed by server. Don't use it anymore */
-        sclose(conn->sock[sockindex]);
+        Curl_closesocket(conn, conn->sock[sockindex]);
         conn->sock[sockindex] = CURL_SOCKET_BAD;
         break;
       }