The -J / --remote-header-name logic now records the file name part used
in the redirects so that it can use the last one as a name if no
Content-Disposition header arrives.
Add tests to verify:
1641: -J with a redirect and extract the CD contents in the second
response
1642: -J with a redirect but no Content-Disposition, use the name from
the Location: header
1643: -J with two redirects, using the last file name and also use
queries and fragments to verify them stripped off
Closes#20430