curl: error out when options need features not present in libcurl

curl: error out when options need features not present in libcurl

Trying to use a proxy when libcurl was built with proxy support disabled
should make curl error out properly.

Remove knowledge of disabled features from the tool code and instead
make it properly respond to what libcurl returns. Update all tests to
properly require the necessary features to be present/absent so that the
test suite can still be run even with libcurl builds with disabled
features.

Ref: https://curl.se/mail/archive-2022-03/0013.html
Closes #8565