socket: Properly close the proxyjump FD when proxy connection fails

Signed-off-by: Jakub Jelen <jjelen@redhat.com>
Reviewed-by: Andreas Schneider <asn@cryptomilk.org>

src/socket.c

@@ -1434,6 +1434,8 @@ exit:
     ssh_event_free(event);
     ssh_free(jump_session);
 
+    shutdown(jump_thread_data->fd, SHUT_RDWR);
+    close(jump_thread_data->fd);
     SAFE_FREE(jump_thread_data);
 
     pthread_exit(NULL);