Alexey Simak found out that when doing FTP with the multi interface and

Alexey Simak found out that when doing FTP with the multi interface and
something went wrong like it got a bad response code back from the server,
libcurl would leak memory. Added test case 538 to verify the fix.

I also noted that the connection would get cached in that case, which
doesn't make sense since it cannot be re-use when the authentication has
failed. I fixed that issue too at the same time, and also that the path
would be "remembered" in vain for cases where the connection was about to
get closed.