libcurl's WRITEFUNCTION is pretty fragile; if we destroy the CURL*
instance or even unregister it using curl_multi_remove_handle(),
libcurl will crash instantly.  But still we need to be able to handle
exceptions from inside the WRITEFUNCTION, and call
CurlResponseHandler::OnError(), which may destroy the whole thing.  As
a workaround, I use DeferredMonitor to postpone the OnError() call
into a stack frame which is allowed to destroy the request.