COPYING: include winhttp definition copyright

Include the copyright notice from the deps/winhttp/ sources.  Move the
LGPL to the bottom of the file (since multiple dependencies are LGPL
licensed) and include the actual copyright notices from the regex sources.

COPYING

@@ -407,6 +407,52 @@ OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
 ----------------------------------------------------------------------
 
 The regex library (deps/regex/) is licensed under the GNU LGPL
+(available at the end of this file).
+
+Definitions for data structures and routines for the regular
+expression library.
+
+Copyright (C) 1985,1989-93,1995-98,2000,2001,2002,2003,2005,2006,2008
+Free Software Foundation, Inc.
+This file is part of the GNU C Library.
+
+The GNU C Library is free software; you can redistribute it and/or
+modify it under the terms of the GNU Lesser General Public
+License as published by the Free Software Foundation; either
+version 2.1 of the License, or (at your option) any later version.
+ 
+The GNU C Library is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+Lesser General Public License for more details.
+
+You should have received a copy of the GNU Lesser General Public
+License along with the GNU C Library; if not, write to the Free
+Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+02110-1301 USA.
+
+----------------------------------------------------------------------
+
+The bundled winhttp definition files (deps/winhttp/) are licensed under
+the GNU LGPL (available at the end of this file).
+
+Copyright (C) 2007 Francois Gouget
+
+This library is free software; you can redistribute it and/or
+modify it under the terms of the GNU Lesser General Public
+License as published by the Free Software Foundation; either
+version 2.1 of the License, or (at your option) any later version.
+
+This library is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+Lesser General Public License for more details.
+
+You should have received a copy of the GNU Lesser General Public
+License along with this library; if not, write to the Free Software
+Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA
+
+----------------------------------------------------------------------
 
                   GNU LESSER GENERAL PUBLIC LICENSE
                        Version 2.1, February 1999