fix(proxyReqWs): catch socket errors

[chimurai]

Description

Add socket error handler for proxyReqWs

Motivation and Context

hopefully fixes: webpack/webpack-dev-server#1642
related: #759

How has this been tested?

Relying on feedback from: webpack/webpack-dev-server#1642 (comment)

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)

Checklist:

• My change requires a change to the documentation.
• I have updated the documentation accordingly.

[coveralls]

Coverage decreased (-0.3%) to 98.315% when pulling 9bd9c7e on proxyReqWs-socket-error-handler into f64c994 on 2.x.