health-client: Handling broken socket case

If the socket is broken, we shall handle it properly unless the client
is complaining in loop that it cannot send messages.

This patch add a state where the client got disconnected and doesn't try
to inform the server it got disconnected ;o)
health-server: Server wait client to disconnect

When the server want to shutdown, it shall wait that all clients it ask
to disconnect are really disconnected unless it breaks the socket.