Triggered before a request is made but after a connection is set up
Changes:
- callback: Update docs and callback for pre-request callback
- Add documentation for CURLOPT_PREREQDATA and CURLOPT_PREREQFUNCTION,
- Add redirect test and callback failure test
- Note that the function may be called multiple times on a redirection
- Disable new 2086 test due to Windows weirdness
Closes#7477
