TFpHttpClient omits request cookies when retrying to connect
## Summary
When using `KeepConnection:=true`, the http client seems to have an internal `FKeepConnectionReconnectLimit` count for retrying the connection if e.g. a timeout occurs. This defaults to `1` and cannot be changed because the property isn't made public.
The `cookies` property, on the other hand, is used for both request and response cookies: Before the http request, it holds the request cookies, and afterwards, it contains the cookies from the server. But resetting the cookies obviously seems to take place too early, i.e. before the http request has succeeded. When the http connection is being retried (e.g. due to a timeout, and only once because of the limit), no cookies are sent to the server within the request.
## System Information
- **Operating system:** Windows
- **Processor architecture:** x86-64
- **Compiler version:** 3.3
- **Device:** Computer
## Steps to reproduce
1. Create a `TFpHttpClient` instance
2. Set `KeepConnection:=true`
3. Set a cookie, e.g. `FHttp.Cookies.Values['clientid']:='whatsoever'`
4. Perform an http request: `FHttp.HTTPMethod ('GET', 'http://localhost', FResponseStream, []);`
5. It is important that the server accepts the request, but takes longer to respond than the `IOTimeout` set in the http client. In my case, this is a long-polling request.
6. Observe that the http client will retry after the first timeout, i.e. there will be 2 requests to the server. The first request will contain the cookie, the second one won't.
## What is the current bug behavior?
Retrying the http connection doesn't send any cookies.
## What is the expected (correct) behavior?
Cookies should be included even if the client tries to connect for a second time.
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