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Long-lived UDP "connections" i.e. interactions that involve more
than one request and response are rare, most are transactional:
response is sent and the "connection" is closed. Or - should be.
But users (including ourselves) tend to forget about that part,
because UDP is connectionless and one does not think about
processing a UDP request as handling a connection that needs to be
closed. Thus, we begin with SEND_AND_CLOSE flag set, which should
be a reasonable default for most use cases, but it is possible to
turn it off the connection should be kept alive after processing.

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Also, do not require -DRTOS_SDK and pick socket/low-level event manager
based on LWIP_SOCKET.

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amalgamation, ansi C and queue.h usage issue

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Keil actually saves project on disk only when the project is closed,
that's why these changes were missing before

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This event is sent at the end of the request

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By making dir hierarchy replicate that of examples provided with the nRF
IoT SDK.

Also, example for Keil uVision IDE is added.

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 * Make kr_{send,recv} report status via return code instaed of errno
 * Move mg_if_* recv and connect callback invocation out of LWIP
   callbacks: these can be nested and we don't want that to happen
   to our callbacks. Instead, we post events for the event manager to
   process during next poll.

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(It compiles, but doesn't really work yet)

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