The original code wasn't careful to test the file descriptor returned by
PQsocket() for an invalid socket.  If an invalid socket did turn up,
that would amount to calling FD_ISSET with fd = -1, whereby undefined
behavior can be invoked.

To fix, test file descriptor for validity and stop further processing if
that fails.

Problem noticed by Coverity.

There is an existing FD_ISSET callsite that does check for invalid
sockets beforehand, but the error message reported by it was
strerror(errno); in testing the aforementioned change, that turns out to
result in "bad socket: Success" which isn't terribly helpful.  Instead
use PQerrorMessage() in both places which is more likely to contain an
useful error message.

Backpatch-through: 9.1.