#1027691 Mention PSEUDO-HEADER needs colon or will silently fail

#1027691#5
Date:
2023-01-02 05:42:31 UTC
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       -P PSEUDO-HEADER, --pseudo-header=PSEUDO-HEADER
Mention a colon needs to be present.   --pseudo-header='Zzzzz' will
silently fail.

And also if there is a colon at the end, the program shouldn't add a
blank after it. Because there isn't anything to separate, so it just
becomes a trailing blank.