Check socket and ssl connection exist before closing.

[serargz]

As the socket or the ssl connection might not be initialized when closing, we need to check its existance before doing it.

[chaffeqa]

getting this error as well :+1:

[t413]

I'm getting this too. +1

[lserman]

Also ran into this, I'm wondering though - why does with_connection even rescue from StandardError? Even with this PR, the error message ("The path to your pem file does not exist!") will be swallowed until the retries are over. I think the pem error messages should fail immediately, retries aren't going to help a missing pem.