Fix possible socket leak.

This would occur if a client was using `mosquitto_loop_start()`, then if
the connection failed due to the remote server being inaccessible they
called `mosquitto_loop_stop(, true)` and recreated the mosquitto object.

See: https://www.eclipse.org/forums/index.php?t=rview&goto=1839865#msg_1839865

ChangeLog.txt

@@ -10,6 +10,12 @@ Clients:
   and mosquitto_rr, to avoid potentially lost messages. Closes #2134.
 - Fix TLS-PSK mode not working with port 8883. Closes #2152.
 
+Client library:
+- Fix possible socket leak. This would occur if a client was using
+  `mosquitto_loop_start()`, then if the connection failed due to the remote
+  server being inaccessible they called `mosquitto_loop_stop(, true)` and
+  recreated the mosquitto object.
+
 Build:
 - A variety of minor build related fixes, like functions not having previous
   declarations.

lib/net_mosq.c

@@ -917,16 +917,13 @@ int net__socket_connect_step3(struct mosquitto *mosq, const char *host)
 /* Create a socket and connect it to 'ip' on port 'port'.  */
 int net__socket_connect(struct mosquitto *mosq, const char *host, uint16_t port, const char *bind_address, bool blocking)
 {
-	mosq_sock_t sock = INVALID_SOCKET;
 	int rc, rc2;
 
 	if(!mosq || !host) return MOSQ_ERR_INVAL;
 
-	rc = net__try_connect(host, port, &sock, bind_address, blocking);
+	rc = net__try_connect(host, port, &mosq->sock, bind_address, blocking);
 	if(rc > 0) return rc;
 
-	mosq->sock = sock;
-
 	if(mosq->tcp_nodelay){
 		int flag = 1;
 		if(setsockopt(mosq->sock, IPPROTO_TCP, TCP_NODELAY, (const void*)&flag, sizeof(int)) != 0){