Fix non-blocking connect() for Windows. Refactored the code

Fix non-blocking connect() for Windows.  Refactored the code
that retries the connect() call in timeout mode so it can be shared
between connect() and connect_ex(), and needs only a single #ifdef.

The test for this was doing funky stuff I don't approve of,
so I removed it in favor of a simpler test.  This allowed me
to implement a simpler, "purer" form of the timeout retry code.
Hopefully that's enough (if you want to be fancy, use non-blocking
mode and decode the errors yourself, like before).