Fix UDP send to IPv6 link local addresses (#6541)
Fix UDP send to IPv6 link local addresses (#6541)

lwIP's tcp/udp_connect() and tcp/udp_bind() functions automatically
set the zone if it is required but missing, but udp_connect() is not
used so this doesn't happen.

Explicitly set the zone to the default network interface if it is
required for the type of address being used. Otherwise there is no
zone set and packets to a link local destination don't go anywhere.
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