[3.11] gh-88863: Clear ref cycles to resolve leak when asyncio.open_connection raises...

[3.11] gh-88863: Clear ref cycles to resolve leak when asyncio.open_connection raises (GH-95739) (#99721)

Break reference cycles to resolve memory leak, by
removing local exception and future instances from the frame.
(cherry picked from commit 995f6170c78570eca818f7e7dbd8a7661c171a81)

Co-authored-by: Dong Uk, Kang <nailbrainz@gmail.com>