Support relative path in Location header after http redirect

[Avogar]

Changelog category (leave one):

• Improvement

Changelog entry (a user-readable short description of the changes that goes to CHANGELOG.md):

Support relative path in Location header after http redirect. Closes #40985

Information about CI checks: https://clickhouse.com/docs/en/development/continuous-integration/

[Avogar]

URI from issue now works:

avogar-dev :) desc url('https://www.dropbox.com/s/kocnhtzxgaih2rg/crsp_dsenames.parquet?dl=1', Parquet) settings max_http_get_redirects=10

DESCRIBE TABLE url('https://www.dropbox.com/s/kocnhtzxgaih2rg/crsp_dsenames.parquet?dl=1', Parquet)
SETTINGS max_http_get_redirects = 10

Query id: 43119499-9965-4424-9d99-d3d9ce5d4da1

┌─name─────┬─type──────────────┬─default_type─┬─default_expression─┬─comment─┬─codec_expression─┬─ttl_expression─┐
│ permno   │ Nullable(Float64) │              │                    │         │                  │                │
│ namedt   │ Nullable(String)  │              │                    │         │                  │                │
│ nameendt │ Nullable(String)  │              │                    │         │                  │                │
│ shrcd    │ Nullable(Float64) │              │                    │         │                  │                │
│ exchcd   │ Nullable(Float64) │              │                    │         │                  │                │
│ siccd    │ Nullable(Float64) │              │                    │         │                  │                │
│ ncusip   │ Nullable(String)  │              │                    │         │                  │                │
│ ticker   │ Nullable(String)  │              │                    │         │                  │                │
│ comnam   │ Nullable(String)  │              │                    │         │                  │                │
│ shrcls   │ Nullable(String)  │              │                    │         │                  │                │
│ tsymbol  │ Nullable(String)  │              │                    │         │                  │                │
│ naics    │ Nullable(String)  │              │                    │         │                  │                │
│ primexch │ Nullable(String)  │              │                    │         │                  │                │
│ trdstat  │ Nullable(String)  │              │                    │         │                  │                │
│ secstat  │ Nullable(String)  │              │                    │         │                  │                │
│ permco   │ Nullable(Float64) │              │                    │         │                  │                │
│ compno   │ Nullable(Float64) │              │                    │         │                  │                │
│ issuno   │ Nullable(Float64) │              │                    │         │                  │                │
│ hexcd    │ Nullable(Float64) │              │                    │         │                  │                │
│ hsiccd   │ Nullable(Float64) │              │                    │         │                  │                │
│ cusip    │ Nullable(String)  │              │                    │         │                  │                │
│ start    │ Nullable(String)  │              │                    │         │                  │                │
│ end      │ Nullable(String)  │              │                    │         │                  │                │
└──────────┴───────────────────┴──────────────┴────────────────────┴─────────┴──────────────────┴────────────────┘

23 rows in set. Elapsed: 9.261 sec.

Actually, I am not sure that I will add a test for it, because creation of a proper integration test can take long time and it doesn't worth it