BUG/MEDIUM: checks: Only attempt to do handshakes if the connection is ready.

BUG/MEDIUM: checks: Only attempt to do handshakes if the connection is ready.

When creating a new check connection, only attempt to add an handshake
connection if the connection has fully been initialized. It can not be the
case if a DNS resolution is still pending, and thus we don't yet have the
address for the server, as the handshake code assumes the connection is fully
initialized and would otherwise crash.
This is not ideal, the check shouldn't probably run until we have an address,
as it leads to check failures with "Socket error".
While I'm there, also add an xprt handshake if we're using socks4, otherwise
checks wouldn't be able to use socks4 properly.
This should fix github issue #430

This should be backported to 2.0 and 2.1.