BUG/MAJOR: checks: close FD on all timeouts

BUG/MAJOR: checks: close FD on all timeouts

Since last commit, some timeouts were converted into an error to report
the status, and as a result, the socket was not closed because it was
supposed to have been done during the wake() call.

Close the socket as soon as the timeout is detected to fix the issue.
Also we now ensure to first initialize the connection flags.