Include https://github.com/ethomson/ntlmclient as a dependency.

Use PCRE2 and its POSIX compatibility layer if requested by the user.
Although PCRE2 is adequate for our needs, the PCRE2 POSIX layer as
installed on Debian and Ubuntu systems is broken, so we do not opt-in to
it by default to avoid breaking users on those platforms.

Users can now select which regex implementation they want to use: one of
the system `regcomp_l`, the system PCRE, the builtin PCRE or the
system's `regcomp`.

By default the system `regcomp_l` will be used if it exists, otherwise
the system PCRE will be used.  If neither of those exist, then the
builtin PCRE implementation will be used.

The system's `regcomp` is not used by default due to problems with
locales.

We previously used cURL to support HTTP proxies.  Now that we've added
this support natively, we can remove the curl dependency.