FR: Add request details to CurlyError to help debugging

[vzsg]

Currently, if libcurl returns an error code, it's simply bubbling up as an error code in a CurlyError. In an application that makes multiple requests, an error like "The URL was not properly formatted." is not too useful without the problematic URL.

So, CurlyError should capture at least the URL, but potentially more info about the failed request for later inspection.