Cleanup tls client

[achamayou]

fix #738

[ghost]

cleanup_tls_client@16082 aka 20201201.24 vs master ewma over 50 builds from 15423 to 16079

[achamayou]

Although this doesn’t solve #1701, I think this is still a worthwhile change.

[eddyashton]

I don't think this fixes the original linked issue. If we throw in connect(), we throw in the constructor of TlsClient, meaning we don't call the default destructor ~TlsClient(), and in turn we don't call the destructors of the members or the relevant _free functions. We either need to pepper connect() with _frees, or maybe:

TlsClient()
{
  try
  {
    connect();
  }
  catch (const std::exception&)
  {
    disconnect();
    throw;
  }
}

[achamayou]

@eddyashton yes, you're right, I completely missed that.