Fix keep alive setting on WinHTTP, trace more error codes from WinHTTP

[SergeyRyabinin]

Issue #, if available: WinHttp client wrapper always logs an error about keep-alive Description of changes: Set keep-alive according to the MSFT docs; various logging updates Check all that applies:

• [x] Did a review by yourself.
• [ ] Added proper tests to cover this PR. (If tests are not applicable, explain.)
• [ ] Checked if this PR is a breaking (APIs have been changed) change.
• [ ] Checked if this PR will not introduce cross-platform inconsistent behavior.
• [ ] Checked if this PR would require a ReadMe/Wiki update.

Check which platforms you have built SDK on to verify the correctness of this PR.

• [ ] Linux
• [ ] Windows
• [ ] Android
• [ ] MacOS
• [ ] IOS
• [ ] Other Platforms

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