BUG/MEDIUM: checks: Make sure we set the task affinity just before connecting.

BUG/MEDIUM: checks: Make sure we set the task affinity just before connecting.

In process_chk_conn(), make sure we set the task affinity to the current
thread as soon as we're attempting a connection (and reset the affinity to
"any thread" if we detect a failure).
We used to only set the task affinity if connect_conn_chk() returned
SF_ERR_NONE, however for TCP checks, SF_ERR_UP is returned, so for those
checks, the task could still run on any thread, and this could lead to a
race condition where the connection runs on one thread, while the task runs
on another one, which could create random memory corruption and/or crashes.
This may fix github issue #369.

This should be backported to 2.1, 2.0 and 1.9.