Previously, our code would send back an error if the socks5 request parser said anything but DONE. But there are other non-error cases, like TRUNCATED: we shouldn't send back errors for them.
This patch lowers the responsibility for setting the error message into the parsing code, since the actual type of the error message will depend on what problem was encountered.
Fixes bug 40190; bugfix on 0.3.5.1-alpha.