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

client/proxy/proxy.go

@@ -209,6 +209,7 @@ func (pxy *BaseProxy) HandleTCPWorkConnection(workConn net.Conn, m *msg.StartWor
 	if connInfo.ProxyProtocolHeader != nil {
 		if _, err := connInfo.ProxyProtocolHeader.WriteTo(localConn); err != nil {
 			workConn.Close()
+			localConn.Close()
 			xl.Errorf("write proxy protocol header to local conn error: %v", err)
 			return
 		}