pgsql: 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(at)leadboat(dot)com>
Discussion: https://postgr.es/m/20230121011237.q52apbvlarfv6jm6@awork3.anarazel.de
Backpatch: 11-

Branch
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REL_13_STABLE

Details
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https://git.postgresql.org/pg/commitdiff/c5864805ba99f79b49b12dc14499da58b0e15eb8

Modified Files
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.../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(-)