Update base URL when there is an absolute location, so that following
relative locations are considered relative to the new base.
Consider below cURL output for https://example_one.com:
HTTP/1.1 302 Moved Temporarily
Location: https://example_two.com
HTTP/1.1 302 Moved Temporarily
Location: /foo/
HTTP/1.1 200 OK
The final URL should be https://example_two.com/foo/ rather than
https://example_one.com/foo/.
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