The new helper functions check_curl_easy_setopt() and
check_curl_multi_setopt() encapsulate the pervasive idiom:

    code = curl_{easy,multi}_setopt(handle, option, arg);
    check_curl_{easy,multi}_code(code, option);

But since each of these helper functions contains its own local CURL{,M}code
variable 'code', having a caller-scope variable reused for every such call is
no longer necessary -- in fact is no longer used at all. That produces a fatal
warning with MSVC. Get rid of those now-unused variables.