Win32: detection of connect() errors in select().

Win32: detection of connect() errors in select().

On Windows, connect() errors are only reported via exceptfds descriptor set
from select().  Previously exceptfds was set to NULL, and connect() errors
were not detected at all, so connects to closed ports were waiting till
a timeout occurred.

Since ongoing connect() means that there will be a write event active,
except descriptor set is copied from the write one.  While it is possible
to construct except descriptor set as a concatenation of both read and write
descriptor sets, this looks unneeded.

With this change, connect() errors are properly detected now when using
select().  Note well that it is not possible to detect connect() errors with
WSAPoll() (see https://daniel.haxx.se/blog/2012/10/10/wsapoll-is-broken/).