Stumbled over this during some Core-SPV work.
After a fresh start (especially if no peers.dat file is available), it can take a couple of seconds until we can start syncing. During this time, the user is not directly informed about the current state.
Same problem appears when syncing headers. If you download the headers from a slow peer, this can take a couple of minutes. Users can't see the reason why the sync hasn't started.
This PR fixes this by displaying the "Connecting to peers..." in the Status-Bar when no peers are available as well as it shows "Syncing Headers (%%)..." during the headers-sync phase and only if the headers-tip is older then 24*600.
Screenshots:
<img width="948" alt="bildschirmfoto 2017-01-03 um 15 16 25" src="https://cloud.githubusercontent.com/assets/178464/21611330/b21400c6-d1cc-11e6-8627-59bbf149930a.png"> <img width="948" alt="bildschirmfoto 2017-01-03 um 15 32 41" src="https://cloud.githubusercontent.com/assets/178464/21611329/b1ee62e4-d1cc-11e6-9e76-bbb0b6487f75.png">