Usually, (probably always) this means failure to get workspace for
modifications of the http.

The intent is that this flag will have the same "latching" behaviour
as error handling in VSB's:  Once set, it stays set and nobody
reads or writes the struct http any more.

Setting the flag causes a SLT_Error message.

Rewrite http_CollectHdr() to respect failed and optimize it
slightly while were here.