Fix error handling in libpqrcv_connect()

Fix error handling in libpqrcv_connect()

When libpqrcv_connect (also known as walrcv_connect()) failed, it leaked the
libpq connection. In most paths that's fairly harmless, as the calling process
will exit soon after. But e.g. CREATE SUBSCRIPTION could lead to a somewhat
longer lived leak.

Fix by releasing resources, including the libpq connection, on error.

Add a test exercising the error code path. To make it reliable and safe, the
test tries to connect to port=-1, which happens to fail during connection
establishment, rather than during connection string parsing.

Reviewed-by: Noah Misch <noah@leadboat.com>
Discussion: https://postgr.es/m/20230121011237.q52apbvlarfv6jm6@awork3.anarazel.de
Backpatch: 11-