dnsdist: Fix FD leak on TCP connection failure, handle TCP worker creation failure

[rgacogne]

Short description

dnsdist might have leaked the file descriptor corresponding to a TCP socket if the initial connect() call failed and triggered an exception.
It might also have exited in the unlikely event of a failure during the creation of a TCP worker thread.

Checklist

I have:

• read the CONTRIBUTING.md document
• compiled and tested this code