[4.x] HTTP client follow up

[cleptric]

A few things are left from #1589

• Add request body compression Add HTTP client request body compression #1615
• Re-think options for http_client and transport We keep both and clarify this in the docs
• Improve the ClientBuilder to lazily create the HTTP client and transport @stayallive
• Add a way so the SDK uses the NullTransport in case the DSN is not set Handle emtpy DSN #1624
• Add E2E tests for the new cURL HTTP client E2E HTTP client tests #1626