Show low-level OS error on TCP connection errors.

[adiroiban]

Scope

Fixes #259

Changes

Apply the same format that was used in older version and update the existing automated test.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (7d6abeb) 99.06% compared to head (59dd30e) 99.06%.
Report is 1 commits behind head on master.

Additional details and impacted files

@@           Coverage Diff           @@
##           master     #264   +/-   ##
=======================================
  Coverage   99.06%   99.06%           
=======================================
  Files          24       24           
  Lines        5112     5112           
=======================================
  Hits         5064     5064           
  Misses         48       48           

Flag	Coverage Δ
	99.06% <100.00%> (ø)
py3.10	99.02% <100.00%> (ø)
py3.11	99.02% <100.00%> (ø)
py3.12	99.02% <100.00%> (ø)
py3.7	99.01% <100.00%> (ø)
py3.8	99.02% <100.00%> (ø)
py3.9	99.05% <100.00%> (ø)
x64	99.06% <100.00%> (ø)
x86	98.98% <100.00%> (ø)

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[adiroiban]

This should be ready for review. Thanks

[jborean93]

Thanks for fixing this up!