dirmngr: Simplify error returning inside http.c.

* dirmngr/http.c (connect_server): Change to return an gpg_error_t
and to store socket at the passed address.
(http_raw_connect, send_request): Adjust accordingly.

This change removes cruft from the code and allows to return the error
code from the name lookup.

• Signed-off-by: Werner Koch <wk@gnupg.org>