e2e: allocate payload when parsing connect

The caller does not know how much to alloc and will allocate
the largest (1 KB) defensively. Do it for him. The caller will
be responsible for freeing it though.
e2e: remove inadvertently added files
e2e: handle native connect request

Parse the request, create a new conn and econn.
Alloc an e2e event to pass to the app.

Also, when handling a native connect event, return EAGAIN.