Make sure directory_initiate_request handles pluggable transports correctly

When a relay is configured as a bridge, a user reports this can lead to direct connections being made to the relay/bridge, even when a pluggable transport is configured. We have been unable to confirm this.

​https://lists.torproject.org/pipermail/tor-dev/2016-November/011618.html

We should check directory_initiate_command_rend (the linked connection case), and connection_or_connect to make sure it is not possible for a connection to go directly to a configured bridge when a transport is set up.