Fix socket behaviour

[mikicho]

I unified this in one issue because we need to take all of these into account in the solution.

1. Socket authorized and encrypted are false for https requests

https.get('https://example.test').on('socket', socket => {
    expect(socket.authorized).to.equal(true) // always false, test fails
    expect(socket.encrypted).to.equal(true) // always false, test fails
    done()
  })

2. never emit (socket) connect event for an invalid URL (e.g. example.test) because Node tries to connect to the URL, and we capture the ENOTFOUND.
3. We can't use socket.setTimeout for invalid URL (e.g. example.test`) because it emits error