[fix][client][txn] Fix client connection closed before using

[dao-jun]

Fixes #14875

Motivation

The client connections can be closed when doing handshake, add ConnectionFailedException to make this kind of exception more clear.


Modifications

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This change is a trivial rework / code cleanup without any test coverage.

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This change added tests and can be verified as follows:

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• Added integration tests for end-to-end deployment with large payloads (10MB)
• Extended integration test for recovery after broker failure

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• Dependencies (add or upgrade a dependency)
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• The threading model
• The binary protocol
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