We retrieve an error using getsockopt with SO_ERROR. We were reporting
the error as coming from "getsockopt", but really it is coming from
"connect". It is not getsockopt that failed.

Fixes #19302

Change-Id: I510ab76e4b04c70cd9dfdfc46d9a410bf653d017
Reviewed-on: https://go-review.googlesource.com/85997
Run-TryBot: Ian Lance Taylor <iant@golang.org>
Reviewed-by: Brad Fitzpatrick <bradfitz@golang.org>
TryBot-Result: Gobot Gobot <gobot@golang.org>