With proxy protocol thd_set_peer_addr() runs twice (proxy host, then the
real client from the proxy header). Connect errors are accounted against
the real client, but check_connection() incorrectly uses condition on the
proxy host's count, rather than real client's address.
Fix: reset both the proxy host, and real client's connect errors on
successful connection.
Added tests for incomplete handshake, and reset behavior,
under proxy protocol, for both real client errors, and proxy host errors.