test: Fail if connect_nodes fails
Summary:
Pull request description:
Currently, `connect_nodes` will return silently when the connection is disconnected while connecting. This is confusing, so fix it. Can be tested by reverting the signet test change and observing the failure when running the test.
Partial backport of core#25443
Depends on D17529
Test Plan:
ninja check-functional
Reviewers: #bitcoin_abc, Fabien, PiRK
Reviewed By: #bitcoin_abc, Fabien, PiRK
Subscribers: PiRK
Differential Revision: https://reviews.bitcoinabc.org/D17530