Build curl to provide proxy support for Pkg.

The curl build depends on mbedtls and libssh2
Patch for mbedtls to allow curl to build with mbedtls support
Add curl to LICENSE.md, README.md and all the other various locations

(cherry picked from commit 9e9e143)
ref JuliaLang/julia#17783

LICENSE.md

@@ -57,6 +57,7 @@ their own licenses:
 - [FFTW](http://fftw.org/doc/License-and-Copyright.html) [GPL2+]
 - [GMP](http://gmplib.org/manual/Copying.html#Copying) [LGPL3+ or GPL2+]
 - [LIBGIT2](https://github.com/libgit2/libgit2/blob/development/COPYING) [GPL2+ with unlimited linking exception]
+- [CURL](https://curl.haxx.se/docs/copyright.html) [MIT/X derivative]
 - [LIBSSH2](https://github.com/libssh2/libssh2/blob/master/COPYING) [BSD-3]
 - [MBEDTLS](https://tls.mbed.org/how-to-get) [either GPLv2 or Apache 2.0]
 - [MPFR](http://www.mpfr.org/mpfr-current/mpfr.html#Copying) [LGPL3+]