BUG/MEDIUM: connection: Be sure to always install a mux for sync connect

BUG/MEDIUM: connection: Be sure to always install a mux for sync connect

Sometime, a server connection may be performed synchronously. Most of time on
TCP socket, it does not happen. It is easier to have sync connect with unix
socket. When it happens, if we are not waiting for any hanshake completion, we
must be sure to have a mux installed before leaving the connect_server()
function because an attempt to send may be done before the I/O connection
handler have a chance to be executed to install the mux, if not already done.

For now, It is not expected to perform a send with no mux installed, leading to
a crash if it happens.

This patch should fix the issue #762 and probably #779 too. It must be
backported as far as 1.9.