GHA: enable `-Wunused-macros` in clang-tidy jobs

GHA: enable `-Wunused-macros` in clang-tidy jobs

Also fix fallouts found.

Windows clang-tidy CI job is a little pickier than I'd prefer due to the
`_CURL_TESTS_CONCAT=ON` option used there, and all macros considered
local, thus checked by the compiler. Upside: it revealed macro usage
dynamics in tests. If too annoying, `first.h` may be opted-out from the
concat logic. Some macros may also be deleted instead of `#if 0`-ing.

Follow-up to e0e56e9ae434552bd6ac5570ed91483188d75788 #21550
Follow-up to 5fa5cb382560316a55f0954f1e8cebdbd6568cfb #20593

Closes #21554