MINOR: connection: Add a wrapper to mark a connection as private

MINOR: connection: Add a wrapper to mark a connection as private

To set a connection as private, the conn_set_private() function must now be
called. It sets the CO_FL_PRIVATE flags, but it also remove the connection from
the available connection list, if necessary. For now, it never happens because
only HTTP/1 connections may be set as private after their creation. And these
connections are never inserted in the available connection list.