Rework test http client to handle external redirects.

[zenhack]

I ran into this problem when working on the obmd stuff, and it's a self-contained enough thing to submit as a separate pr. See the commit message and the docstrings for full details.

I expect coveralls will complain about decreasing test coverage, since I've added code that isn't excercised except on my WIP obmd branch.

[coveralls]

Pull Request Test Coverage Report for Build 1911

• 0 of 0 (NaN%) changed or added relevant lines in 0 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage remained the same at 55.168%

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Totals
Change from base Build 1910:	0.0%
Covered Lines:	2119
Relevant Lines:	3841

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💛 - Coveralls

[ianballou]

@zenhack we'll need a rebase here.

[zenhack]

Cool, will do a rebase once #1011 is merged.

[zenhack]

Rebased.