This strengthens several checks of error codes returned by libcurl. In all of the

cases that are changed by this CL, a failure indicates a software bug, not a runtime
condition that should be handled and continued beyond.  Continuing to execute only promotes silently-ignored bugs.

I also removed the useless call which attempts to set the HTTP protocol to HTTP/2, because this call always fails.  I opened b/74351157 to track the possible feature of adding support for HTTP/2.

Also simplified the code around constructing the error string when returning actual Status objects, by moving code into a lambda.

PiperOrigin-RevId: 188363531