Since we can go to the CONNECT state from PENDING, potentially multiple
times for a single transfer, this change introdues a SETUP state that
happens before CONNECT when doing a new transfer.
Now, doing a redirect on a handle goes back to SETUP (not CONNECT like
before) and we initilize the connect timeout etc in SETUP. Previously,
we would do it in CONNECT but that would make it unreliable in cases
where a transfer goes in and out between CONNECT and PENDING multiple
times.
SETUP is transient, so the handle never actually stays in that state.
Additionally: take care of timeouts of PENDING transfers in
curl_multi_perform()