Have connectBlocking clean up after a timeout

[ysi-camerona]

Related Issue

Fixes #1397

Motivation and Context

Previously, connectBlocking(long, TimeUnit) would return a boolean indicating whether the connection was set up in the given window. If false was returned, we would continue to attempt connecting in the background. This PR updates connectBlocking(long, TimeUnit) to perform cleanup on timeout.

How Has This Been Tested?

• Unit tests have been run
• See "To Reproduce" steps on https://github.com/TooTallNate/Java-WebSocket/issues/1397 - I used the firewall rules listed, and then updated the sample app linked to run the default client in a in a loop (500 iterations) to verify there were no thread or memory leaks

Types of changes

• [x] Breaking change (fix or feature that would cause existing functionality to change) - connectBlocking(long, TimeUnit) behavior has changed

Checklist:

• [x] My code follows the code style of this project.
• [x] All existing tests passed.

Note: I spent a couple hours spiking a unit test around this change but couldn't come up with anything solid. I found it difficult to simulate the "drop packets mid-connection" firewall rule listed in the linked issue. If we think this is necessary to test, advice on testing would be appreciated.

[PhilipRoman]

I think I know how to make a unit test for this, I will implement it in the next few days.