Change 'premature close' message when the connection cannot even be established.

[Shatnerz]

'premature close' has essentially become a blanket error at this point. It makes sense when a connection closes unexpectedly, but if the connection is never successfully established we should handle that differently.

This would help debug a lot with mistakes like mistakes in the config file.

[robertchase]

the tcp handler does know the difference between failed to connect and close, but this needs to be explicitly handled higher up in the stack.