fix: three high-severity bugs across nathole, proxy, and udp modules (#5214)

- pkg/nathole: add RLock when reading clientCfgs map in PreCheck path
  to prevent concurrent map read/write crash
- server/proxy: fix error variable shadowing in GetWorkConnFromPool
  that could return a closed connection with nil error
- pkg/util/net: check ListenUDP error before spawning goroutines
  and assign readConn to struct field so Close() works correctly