Handle exceptions raised by `closesocket()`

Handle exceptions raised by `closesocket()`

This was not very well handled, and could cause the PowerDNS process
to terminate. This is especially nasty when `closesocket()` is called
from a destructor, as we could already be dealing with an exception.

(cherry picked from commit a7b68ae7e414ec9f3184df70ac8008f8a310ae60)