connect: use UDP correctly

The idea that the protocol and socktype is part of name resolving in the
libc functions is nuts. We keep the name resolver functions assume
TCP/STREAM and we make sure that when we want to connect to a UDP
service we use the correct UDP/DGRAM set instead. This bug was because
the ->protocol field was not always set correctly.

This bug was only affecting ipv6-disabled non-cares non-threaded builds.

Bug: http://curl.haxx.se/bug/view.cgi?id=3154436
Reported by: "dperham"