test2086: disable MSYS2's POSIX path conversion

Older MSYS2 versions treat the URL as paths list and convert them from
UNIX to Windows format. There's no path here that needs to be
c

test2086: disable MSYS2's POSIX path conversion

Older MSYS2 versions treat the URL as paths list and convert them from
UNIX to Windows format. There's no path here that needs to be
converted, so disable path conversion for this test as done for others.

Fixes https://github.com/curl/curl/pull/15644#issuecomment-2511313206
Closes https://github.com/curl/curl/pull/15677

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CURLOPT_PREREQFUNCTION: add new callback

Triggered before a request is made but after a connection is set up

Changes:

- callback: Update docs and callback for pre-request c

CURLOPT_PREREQFUNCTION: add new callback

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

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