Change preferences sub-dialogs to be modal

This solves the issue where the parent dialog is closed and then
the child dialog is used.

This is however only a partial fix:

- Many other dialogs throughout the codebase do not currently have
  parent windows and need to be refactored.

- Not all window managers respect modal so users can still trigger
  bugs. We can be more defensive against this but it requires more
  refactoring.

Closes #2686

src/fe-gtk/urlgrab.c

@@ -145,7 +145,7 @@ url_save_callback (void *arg1, char *file)
 static void
 url_button_save (void)
 {
-	gtkutil_file_req (_("Select an output filename"),
+	gtkutil_file_req (NULL, _("Select an output filename"),
 							url_save_callback, NULL, NULL, NULL, FRF_WRITE);
 }