fread_func: move callback pointer from set to state struct

... and assign it from the set.fread_func_set pointer in the
Curl_init_CONNECT function. This A) avoids that we have code that
assigns fields in the 'set' struct (which we always knew was bad) and
more importantly B) it makes it impossibly to accidentally leave the
wrong value for when the handle is re-used etc.

Introducing a state-init functionality in multi.c, so that we can set a
specific function to get called when we enter a state. The
Curl_init_CONNECT is thus called when switching to the CONNECT state.

Bug: https://github.com/bagder/curl/issues/346

Closes #346

lib/urldata.h

@@ -1312,6 +1312,9 @@ struct UrlState {
   bool done; /* set to FALSE when Curl_do() is called and set to TRUE when
                 Curl_done() is called, to prevent Curl_done() to get invoked
                 twice when the multi interface is used. */
+
+  curl_read_callback fread_func; /* read callback/function */
+  void *in;                      /* CURLOPT_READDATA */
 };
 
 
@@ -1428,7 +1431,7 @@ struct UserDefined {
                      proxy string features a ":[port]" that one will override
                      this. */
   void *out;         /* CURLOPT_WRITEDATA */
-  void *in;          /* CURLOPT_READDATA */
+  void *in_set;      /* CURLOPT_READDATA */
   void *writeheader; /* write the header to this if non-NULL */
   void *rtp_out;     /* write RTP to this if non-NULL */
   long use_port;     /* which port to use (when not using default) */
@@ -1453,7 +1456,7 @@ struct UserDefined {
   curl_write_callback fwrite_func;   /* function that stores the output */
   curl_write_callback fwrite_header; /* function that stores headers */
   curl_write_callback fwrite_rtp;    /* function that stores interleaved RTP */
-  curl_read_callback fread_func;     /* function that reads the input */
+  curl_read_callback fread_func_set; /* function that reads the input */
   int is_fread_set; /* boolean, has read callback been set to non-NULL? */
   int is_fwrite_set; /* boolean, has write callback been set to non-NULL? */
   curl_progress_callback fprogress; /* OLD and deprecated progress callback  */