need much better debug logging

[ExpandingMan]

It's obviously extremely useful for debugging to know the exact request being sent and the exact response received. The verbose option is nice, but if you are are not sitting very close to the HTTP calls, it can be difficult to pass this, as typically API's which wrap HTTP won't forward it.

I noticed that there are a bunch of @debug in the repo, but I think we badly need this for some of the most common use cases like the one described above. Setting JULIA_DEBUG=HTTP does not give me very much in the current version of the package.

[quinnj]

Will be resolved by #826