test: add regression test for immediate socket errors

This test ensures that a http client request with the default agent
that has a socket that is immediately destroyed can still be caught by
adding an error event listener to the request object.

PR-URL: #12854
Fixes: #12841
Reviewed-By: Colin Ihrig <cjihrig@gmail.com>
Reviewed-By: Benjamin Gruenbaum <benjamingr@gmail.com>
Reviewed-By: James M Snell <jasnell@gmail.com>
Reviewed-By: Ben Noordhuis <info@bnoordhuis.nl>

test/parallel/test-http-client-immediate-error.js

@@ -0,0 +1,12 @@
+'use strict';
+
+// Make sure http.request() can catch immediate errors in
+// net.createConnection().
+
+const common = require('../common');
+const assert = require('assert');
+const http = require('http');
+const req = http.get({ host: '127.0.0.1', port: 1 });
+req.on('error', common.mustCall((err) => {
+  assert.strictEqual(err.code, 'ECONNREFUSED');
+}));