As it turns out we can't rely that the script's monitoring session is
terminated with a proper error by the server, because the session
might be terminated while already trying to send data.

Also improve robustness and error reporting facilities of the test,
developed while debugging this issue.

Discussion: https://postgr.es/m/20170920020038.kllxgilo7xzwmtto@alap3.anarazel.de