socket-connect.c: check last_errno after all connections fail
socket-connect.c: check last_errno after all connections fail

--example--
Looking up ftp.gnome.org
Trying openshift.gnome.org:21 (8.43.85.29)
Cannot connect to openshift.gnome.org: No route to host
Trying 8.43.85.13:21
Cannot connect to 8.43.85.13: No route to host
Trying 8.43.85.14:21
Cannot connect to 8.43.85.14: No route to host

masneyb/gftp,masneyb/gftp