Add SOCKET_WILL_CLOSE event to ReceiverConnection

[sammoore]

Split up SOCKET_CLOSED into SOCKET_WILL_CLOSE and SOCKET_DID_CLOSE.

Why it's an enhancement: this would allow us to let the user know that the connection is closing, if we choose to.

Why it's a chore: unless we do any extra work around this (like the above suggestion), it's just semantics.

Assigning to @codysherman for decision making around this. Relevant code/TODO is currently here