Follow-up from #894: retain a rejected close on the relay late-connect path #896

Follow-up from the review of #894 (non-blocking), tracked here:

1. A rejected close on the late-connect path is not retained. When a connection completes after stop() has begun, the relay closes it and swallows a rejected close() without retaining the channel, so stop() neither retries that close nor reports it. The fix retains the channel for stop()'s retry like the reconnect and graceful-disconnect paths, with a test where the late connection's first close rejects.

Refs #828, #894.