Additional header fixes

[sirn-se]

Additional fixes for HTTP headers. Now require non-empty array when setting header values as array.

Also some documentation touch up.

[coveralls]

coverage: 100.0%. remained the same
when pulling 26751d5 on headerfix
into 82a0166 on v2.1-main.

[axklim]

I found that the examples in the documentation don't work well because the URL ws://echo.websocket.org/ was changed to wss://echo.websocket.org/ Since you are updating the docs in this pull request, could you please update the URLs accordingly? :)

[sirn-se]

Oh, I haven't noticed they disabled ws:. Changing in the examples.

(Interestingly, using ws://echo.websocket.org do return a 301 Moved Permanently - but not to wss://echo.websocket.org as you might expect, but to https://echo.websocket.org.