BUG/MINOR: checks: Report a socket error before any connection attempt

BUG/MINOR: checks: Report a socket error before any connection attempt

When a health-check fails, if no connection attempt was performed, a socket
error must be reported. But this was only done if the connection was not
allocated. It must also be done if there is no control layer. Otherwise, a
L7TOUT will be reported instead.

It is possible to not having a control layer for a connection if the connection
address family is invalid or not defined.

This patch must be backported to 2.2.