BUG/MINOR: server: Don't call fopen() with server-state filepath set to NULL

BUG/MINOR: server: Don't call fopen() with server-state filepath set to NULL

When a local server-state file is loaded, if its name is too long, the error
is not properly handled, resulting to a call to fopen() with the "filepath"
variable set to NULL. To fix the bug, when this error occurs, we jump to the
next proxy, via a "continue" statement. And we take case to set "filepath"
variable after the error handling to be sure.

This patch should fix the issue #1111. It must be backported as far as 1.6.