[c++] handle socket connection-closed errors gracefully in distributed training

[wagner-austin]

Summary

• Handle socket connection-closed errors gracefully instead of crashing during distributed training shutdown
• Add IsConnectionClosedError() helper to identify expected shutdown errors
• Callers throw a catchable std::runtime_error instead of looping forever on a closed connection

Problem

During distributed training (e.g. via Dask), workers finish training and call free_network() independently. When one worker closes its sockets while another is still communicating, TcpSocket::Send() or TcpSocket::Recv() receives ECONNRESET (code 54 on macOS, 104 on Linux) or EPIPE (code 32). The current code calls Log::Fatal() for any socket error, which prints to stderr and throws std::runtime_error deep in the socket layer — before the caller can handle it. This kills the worker process, and Dask reports it was "killed by signal 11".

This fix returns SOCKET_ERROR from the socket layer for connection-closed errors, letting the caller in Linkers::Send()/Linkers::Recv() throw an exception that propagates up through the Python bindings where Dask's existing exception handling can catch it gracefully.

CI error messages:

lightgbm.basic.LightGBMError: Socket recv error, Connection reset by peer (code: 54)
distributed.nanny:nanny.py:761 Worker process 52290 was killed by signal 11

Validation on fork CI: 24 CI runs on fix-socket-error-crash branch — macOS gcc regular job (where the Dask crash occurs) passed 22/24 times (2 cancelled), 0 Dask crashes (vs ~30% baseline crash rate on upstream).

Changes

src/network/socket_wrapper.hpp:

• Add IsConnectionClosedError() helper to identify connection-closed errors (ECONNRESET, EPIPE, ENOTCONN, ESHUTDOWN and Windows equivalents)
• In Send() and Recv(): return SOCKET_ERROR for connection-closed errors instead of calling Log::Fatal(), letting callers handle gracefully
• Other socket errors still call Log::Fatal() as before

src/network/linkers.h:

• In Linkers::Send() and Linkers::Recv(): check return value and throw std::runtime_error instead of looping forever on a closed connection

src/network/linkers_socket.cpp:

• In ListenThread(): check return value of Recv() during initialization

Test Plan

• Pre-commit passes (cpplint, typos, whitespace)
• Windows build (MSVC) compiles
• C++ unit tests pass (31/31)
• Linux build (GCC via WSL) compiles
• Fork CI: 24 runs, macOS Dask test job passed 22/24 (2 cancelled), 0 Dask crashes

Related Issue

Contributes to: #4074
Contributes to: #6197
Contributes to: #5963