In afe414 (tor-0.1.0.1-rc~173), when we moved to
connection_edge_end_errno(), we used it in handling errors from
connection_connect().  That's not so good, since by the time
connection_connect() returns, the socket is no longer set, and we're
supposed to be looking at the socket_errno return value from
connection_connect() instead.  So do what we should've done, and
look at the socket_errno value that we get from connection_connect().