Prefix "could not connect to host-or-socket-path:" to all connection
failure cases that occur after the socket() call, and remove the
ad-hoc server identity data that was appended to a few of these
messages.  This should produce much more intelligible error reports
in multiple-target-host situations, especially for error cases that
are off the beaten track to any degree (because none of those provided
any server identity info).

As an example of the change, formerly a connection attempt with a bad
port number such as "psql -p 12345 -h localhost,/tmp" might produce

psql: error: could not connect to server: Connection refused
        Is the server running on host "localhost" (::1) and accepting
        TCP/IP connections on port 12345?
could not connect to server: Connection refused
        Is the server running on host "localhost" (127.0.0.1) and accepting
        TCP/IP connections on port 12345?
could not connect to server: No such file or directory
        Is the server running locally and accepting
        connections on Unix domain socket "/tmp/.s.PGSQL.12345"?

Now it looks like

psql: error: could not connect to host "localhost" (::1), port 12345: Connection refused
        Is the server running on that host and accepting TCP/IP connections?
could not connect to host "localhost" (127.0.0.1), port 12345: Connection refused
        Is the server running on that host and accepting TCP/IP connections?
could not connect to socket "/tmp/.s.PGSQL.12345": No such file or directory
        Is the server running locally and accepting connections on that socket?

This requires adjusting a couple of regression tests to allow for
variation in the contents of a connection failure message.

Discussion: https://postgr.es/m/BN6PR05MB3492948E4FD76C156E747E8BC9160@BN6PR05MB3492.namprd05.prod.outlook.com