Handle WebSocketOnClosed when connecting

The latest version 0.10.0.0 of WampSharp4Net will trigger a `WebSocketOnClosed` if we try to open a connection to wamp server that does not exist, this will trigger and `OnComplete` on the `WebSocket4NetConnection#mSubject`

Unfortunately this is not handled in the `OpenAsync` method, this method only listens for `ConnectionEstablished` and `ConnectionError`, when the server is not reachable none of this events are triggered thus none the method will hang indefinitely.

My proposed fix is to also listen for `ConnectionLost`, but I can't seem to be able to write a test for this, can you please point me in the right direction.