When the HTTP client did close the connection while relayd was still

When the HTTP client did close the connection while relayd was still
parsig the HTTP header, the session was never destroyed.  This
resulted in a file descriptor leak.
Add a check wether the protocol knows how much data to expect.  If
relayd is reading unlimited data or is expecting nothing to read,
ignore the end-of-file.  Otherwise it is a protocol violation, so
close the session immediately.
While there, make relayd compile with DEBUG defined.
Based on a diff from claudio@; tested by claudio@; OK claudio@ benno@