Don't set nonblock on outgoing client connections.

The caller will need to set it if necessary
Fix use of fr_nonblock && listen() for sockets

Outgoing TCP sockets are non-blocking.  Incoming sockets
are non-blocking.  Outgoing TLS sockets are blocking.

Don't call listen() on outgoing sockets
certs will be NULL for outgoing proxy sockets.
Add the proxy listener to the packet list immediately

so that we can allocate IDs immediately