fix: close connections on error paths to prevent resource leaks (#5202)

Fix connection leaks in multiple error paths across client and server:
- server/proxy/http: close tmpConn when WithEncryption fails
- client/proxy: close localConn when ProxyProtocol WriteTo fails
- client/visitor/sudp: close visitorConn on all error paths in getNewVisitorConn
- client/visitor/xtcp: close tunnelConn when WithEncryption fails
- client/visitor/xtcp: close lConn when NewKCPConnFromUDP fails
- pkg/plugin/client/unix_domain_socket: close localConn and connInfo.Conn when WriteTo fails, close connInfo.Conn when DialUnix fails
- pkg/plugin/client/tls2raw: close tlsConn when Handshake or Dial fails