It's not possible to set CURL options after curl_easy_perform(), and
thus the CURLOPT_RANGE had no effect.

From the CURLOPT_RANGE documentation: "The application does not have
to keep the string around after setting this option."

Fixes a GCC warning because %llu appears to be unsupported by the
Windows standard library.

Fixes a GCC warning because %llu appears to be unsupported by the
Windows standard library.

Eliminate dependency on io_thread_get().

Call SeekDone() to avoid the freeze bug.

This allows constructing an instance in any thread, and register it
inside the IOThread later.

The CurlRequest gives us a more low-level API to CURL without the
InputStream interface, integrated into our IOThread.

Simplifies the code and reduces the number of IOThread roundtrips.

default_value defaults to nullptr.

Fixes deadlock on small responses.