avformat/http: return EOF from ff_http_do_new_request if previous response said Connection:close

This fixes a deadlock when using the hls demuxer's new http_persistent feature
to stream a youtube live stream over HTTPS. The youtube servers are http/1.1
compliant, but return a "Connecton: close". Before this commit, the demuxer
would attempt to send a new request on the partially shutdown connection and
cause a deadlock in the tls protocol.

Signed-off-by: Aman Gupta <aman@tmm1.net>
