When you get the allHeaderFields, the net retain count is 0, because it is autoreleased.
Then, a copy message is issued +1
After that the property itself retains it +1
Total = 2, released once in the dealloc -> leak.
... and other small fixes
Brief:
1. In iOS, whenever you have a new spawned thread with its own run loop (i.e. while true), you must wrap it with an autorelease pool, so it cleans up the objects at the end of each loop cycle.
2. There were a few "alloc" and "new" objects that weren't released.
3. The HttpAsync class itself was missing dealloc, also property assignment should use `self.property` so the previous value gets released as appropriate.
4. Resolved a small warning
**NOTE**: I have a cocos2d-x game that heavily relies on the HTTP requests, with cookies, but without SSL, so I couldn't test the SSL.
I haven't tested the cookies and SSL yet, but for starters, these improvements are meant to fix the memory issues only, not the logic.