Sudph does not close properly

[jdknives]

Describe the bug
sudph transport do not close properly. When one edge of the transport closes the transport the other edge does not get notified. Consequently it treats the transport as alive and may write to it or fail to act on the transport being down. This was first noted by @i-hate-nicknames in #842

Steps to Reproduce
Steps to reproduce the behavior:

1. Open sudph transport
2. Close the sudph transport
3. Observe that the remote edge is not closing the transport on its edge

Possible implementation
This is likely the result of sudph using kcp library which may not support the needed shutdown behavior. Maybe it can be configured to do so.

[alexadhy]

Adding this for future notes:

The reliability and ordering capabilities of kcp-go seems to be implemented in smux package by the same author.

It does so by sending keepalives between connected edges / nodes. https://github.com/xtaci/smux/blob/09e2c01560df5aaaed50e48e77547858e2623498/session.go#L385

We can do something similar to it, and notify both nodes if transport is offline / closed and delete it.