Windows doesn't let you check the socket error for a socket with
WSAGetLastError() and getsockopt(SO_ERROR).  But
getsockopt(SO_ERROR) clears the error on the socket, so you can't
call it more than once per error.

When we introduced recv_ni to help drain alert sockets, back in
0.2.6.3-alpha, we had the failure path for recv_ni call getsockopt()
twice, though: once to check for EINTR and one to check for EAGAIN.
Of course, we never got the eagain, so we treated it as an error,
and warned about: "No error".

The fix here is to have these functions return -errno on failure.

Fixes bug 21540; bugfix on 0.2.6.3-alpha.