Try to read data from the socket in pqSendSome's write_failed paths.

Even when we've concluded that we have a hard write failure on the
socket, we should continue to try to read data.  This gives us an
opportunity to collect any final error message that the backend might
have sent before closing the connection; moreover it is the job of
pqReadData not pqSendSome to close the socket once EOF is detected.

Due to an oversight in 1f39a1c0, pqSendSome failed to try to collect
data in the case where we'd already set write_failed.  The problem was
masked for ordinary query operations (which really only make one write
attempt anyway), but COPY to the server would continue to send data
indefinitely after a mid-COPY connection loss.

Hence, add pqReadData calls into the paths where pqSendSome drops data
because of write_failed.  If we've lost the connection, this will
eventually result in closing the socket and setting CONNECTION_BAD,
which will cause PQputline and siblings to report failure, allowing
the application to terminate the COPY sooner.  (Basically this restores
what happened before 1f39a1c0.)

There are related issues that this does not solve; for example, if the
backend sends an error but doesn't drop the connection, we did and
still will keep pumping COPY data as long as the application sends it.
Fixing that will require application-visible behavior changes though,
and anyway it's an ancient behavior that we've had few complaints about.
For now I'm just trying to fix the regression from 1f39a1c0.

Per a complaint from Andres Freund.  Back-patch into v12 where
1f39a1c0 came in.

Discussion: https://postgr.es/m/20200603201242.ofvm4jztpqytwfye@alap3.anarazel.de

src/interfaces/libpq/fe-misc.c

@@ -823,6 +823,10 @@ definitelyFailed:
  * Return 0 on success, -1 on failure and 1 when not all data could be sent
  * because the socket would block and the connection is non-blocking.
  *
+ * Note that this is also responsible for consuming data from the socket
+ * (putting it in conn->inBuffer) in any situation where we can't send
+ * all the specified data immediately.
+ *
  * Upon write failure, conn->write_failed is set and the error message is
  * saved in conn->write_err_msg, but we clear the output buffer and return
  * zero anyway; this is because callers should soldier on until it's possible
@@ -842,12 +846,20 @@ pqSendSome(PGconn *conn, int len)
 	 * on that connection.  Even if the kernel would let us, we've probably
 	 * lost message boundary sync with the server.  conn->write_failed
 	 * therefore persists until the connection is reset, and we just discard
-	 * all data presented to be written.
+	 * all data presented to be written.  However, as long as we still have a
+	 * valid socket, we should continue to absorb data from the backend, so
+	 * that we can collect any final error messages.
 	 */
 	if (conn->write_failed)
 	{
 		/* conn->write_err_msg should be set up already */
 		conn->outCount = 0;
+		/* Absorb input data if any, and detect socket closure */
+		if (conn->sock != PGINVALID_SOCKET)
+		{
+			if (pqReadData(conn) < 0)
+				return -1;
+		}
 		return 0;
 	}
 
@@ -917,6 +929,13 @@ pqSendSome(PGconn *conn, int len)
 
 					/* Discard queued data; no chance it'll ever be sent */
 					conn->outCount = 0;
+
+					/* Absorb input data if any, and detect socket closure */
+					if (conn->sock != PGINVALID_SOCKET)
+					{
+						if (pqReadData(conn) < 0)
+							return -1;
+					}
 					return 0;
 			}
 		}