sockfilt.c: Fixed detection of client-side connection close

WINSOCK only:
Since FD_CLOSE is only signaled once, it may trigger at the same
time as FD_READ. Data actually being available makes it impossible
to detect that the connection was closed by checking that recv returns
zero. Another recv attempt could block the connection if it was
not closed. This workaround abuses exceptfds in conjunction with
readfds to signal that the connection has actually closed.