If `uv_close` was called while a connect was pending, we would fail to
release the resources for the connection, since we had not yet set the
type of the struct.
Fix a thread data-race on slow connect path code: only permitted to
write to `req` on threads, as anything else causes data race
corruption.
There seemed be a small variety of other resource management bugs in
edge cases, which turned out to make this a lot larger than initially
expected.
Refs: https://github.com/libuv/libuv/pull/3598#issuecomment-1111513567
ec67735412