Fix connection event error handling.

Commit 86a99c6b999671ed444711139db1937617e802a0 changed the way we
handle connection events to protect against spurious event loop
callbacks. Unfortunately, it turns out that calling connect() twice on
the same socket results in different behaviors depending on the platform
(even though it seems well defined in POSIX). On Windows this resulted
in the connection handling code being unable to react to connection
errors (such as connection refused), always hitting the timeout; on
Linux this resulted in spurious error messages about connect() returning
success.

In POSIX and on Linux, using connect() on a socket where the previous
attempt failed will attempt to connect again, resulting in unnecessary
network activity. Using getsockopt(SO_ERROR) before connect() solves
that, but introduces a race condition if a connection failure happens
between the two calls.

For this reason, this commit switches from connect() to a zero-sized
send() call, which is more consistent (though not completely, see the
truth table in the comments) and simpler to use for that purpose. Note
that Windows explictly support empty send() calls; POSIX says nothing
on the subject, but testing shows it works at least on Linux.

(Surprisingly enough, Windows seems more POSIX-compliant then Linux on
this one!)