By keeping the headers in memory until we know the target file name,
then output them all.
Previously this option combination would cause an error.
Add test 1310 and 1492 to verify. Adjusted test 1460 to work in the new
conditions.
Closes#15110
Some feature names used in tests had minor differences compared to
the well-known ones from `curl -V`. This patch syncs them to make test
results easier to grok.
Closes#14183
