lib: pass in 'struct Curl_easy *' to most functions

... in most cases instead of 'struct connectdata *' but in some cases in
addition to.

- We mostly operate on transfers and not connections.

- We need the transfer handle to log, store data and more. Everything in
  libcurl is driven by a transfer (the CURL * in the public API).

- This work clarifies and separates the transfers from the connections
  better.

- We should avoid "conn->data". Since individual connections can be used
  by many transfers when multiplexing, making sure that conn->data
  points to the current and correct transfer at all times is difficult
  and has been notoriously error-prone over the years. The goal is to
  ultimately remove the conn->data pointer for this reason.

Closes #6425

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