Not sending state to to undefined socket and correct cookie buffer sizes

[davidBar-On]

• Version of iperf3 (or development branch, such as master or
  3.1-STABLE) to which this pull request applies:
  3.9+ latest

• Issues fixed (if any):
  Wrong errno used for reporting connection failures #1129

• Brief description of code changes (suitable for use as a commit message):

Combined two minor fixes:

1. Fix to issue Wrong errno used for reporting connection failures #1129 - not sending state if control channel is not defined.
2. Add 1 byte to make_cookie() output buffer, as it creates a null terminated string (although the cookie is only used as a fixed COOKIE_SIZE length string).

[davidBar-On]

PR includes errors so is canceled. Replaced by #1132.