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 <n...@leadboat.com>
Discussion: 
https://postgr.es/m/20230121011237.q52apbvlarfv6...@awork3.anarazel.de
Backpatch: 11-

Branch
------
REL_12_STABLE

Details
-------
https://git.postgresql.org/pg/commitdiff/92fc1278786f3b135da19d11538e9d9b30f4b04a

Modified Files
--------------
.../libpqwalreceiver/libpqwalreceiver.c            | 26 +++++++++++++---------
src/test/regress/expected/subscription.out         | 10 ++++++++-
src/test/regress/sql/subscription.sql              |  9 +++++++-
3 files changed, 32 insertions(+), 13 deletions(-)

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