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ARROW-10085: [C++] Fix S3 region resolution on Windows

Avoid trying to following redirects when resolving a region, as that can fail
(at least on Windows with certain AWS SDK versions).

Also skip a test that's failing because of a bug in the AWS SDK on Windows.

Closes #8261 from pitrou/ARROW-10085-s3-redirects

Authored-by: Antoine Pitrou <antoine@python.org>
Signed-off-by: Benjamin Kietzman <bengilgit@gmail.com>