multi: have curl_multi_remove_handle close CONNECT_ONLY transfer

Ẃhen it has been used in the multi interface, it is otherwise left in
the connection cache, can't be reused and nothing will close them since
the easy handle loses the association with the multi handle and thus the
connection cache - until the multi handle is closed or it gets pruned
because the cache is full.

Reported-by: Dominik Thalhammer
Fixes #9335
Closes #9342

lib/multi.c

@@ -828,6 +828,24 @@ CURLMcode curl_multi_remove_handle(struct Curl_multi *multi,
   /* Remove the association between the connection and the handle */
   Curl_detach_connection(data);
 
+  if(data->set.connect_only && !data->multi_easy) {
+    /* This removes a handle that was part the multi inteface that used
+       CONNECT_ONLY, that connection is now left alive but since this handle
+       has bits.close set nothing can use that transfer anymore and it is
+       forbidden from reuse. And this easy handle cannot find the connection
+       anymore once removed from the multi handle
+
+       Better close the connection here, at once.
+    */
+    struct connectdata *c;
+    curl_socket_t s;
+    s = Curl_getconnectinfo(data, &c);
+    if((s != CURL_SOCKET_BAD) && c) {
+      Curl_conncache_remove_conn(data, c, TRUE);
+      Curl_disconnect(data, c, TRUE);
+    }
+  }
+
   if(data->state.lastconnect_id != -1) {
     /* Mark any connect-only connection for closure */
     Curl_conncache_foreach(data, data->state.conn_cache,