[BUG] logs: don't report "last data" when we have just closed after an error

[BUG] logs: don't report "last data" when we have just closed after an error

Some people have reported seeing "SL" flags in their logs quite often while
this should never happen. The reason was that then a server error is detected,
we close the connection to that server and when we decide what state we were
in, we see the connection is closed, and deduce it was the last data transfer,
which is wrong. We should report DATA if the previous state was an established
state, which this patch does.

Now logs correctly report "SD" and not "SL" when a server resets a connection
before the end of the transfer.