test: guard write to proxy client if proxy connection is ended

[joyeecheung]

In the testing proxy server for proxy client tests, the proxy client might have already closed the connection when the upstream connection fails. In that case, there's no need for the proxy server to inform the proxy client about the error.

Fixes: #59741

[joyeecheung]

Stress test of main branch https://ci.nodejs.org/job/node-stress-single-test/616/
Stress test of this PR https://ci.nodejs.org/job/node-stress-single-test/618/

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 89.95%. Comparing base (961554c) to head (ac8039d).
⚠️ Report is 3 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main   #59742      +/-   ##
==========================================
+ Coverage   89.93%   89.95%   +0.01%     
==========================================
  Files         667      667              
  Lines      196775   196776       +1     
  Branches    38409    38416       +7     
==========================================
+ Hits       176977   177005      +28     
+ Misses      12247    12205      -42     
- Partials     7551     7566      +15     

see 45 files with indirect coverage changes

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