docs: Remove that --proto is just used for initial retrieval

[jay]

.. and add that --proto-redir and CURLOPT_REDIR_PROTOCOLS do not
override protocols denied by --proto and CURLOPT_PROTOCOLS.

• Add a test to enforce: --proto deny must override --proto-redir allow

I think saying "Tells curl to use the listed protocols for its initial retrieval" in --proto is misleading because protocols it denies can't be used on redirect, so I changed it to "Tells curl to limit what protocols it may use in the transfer" and added a test to make sure it stays that way. I wasn't able to go further back than 7.21 but I'd guess this holds true since inception.

[bagder]

I think that wording came from me trying to make it clear that it was affecting already the first request, as opposed to the redir version that only affects what it allows a redirect to. I think your change here is a clear improvement!