[core#19724 5/9][test] Add explicit tests that connection types get set correctly
Summary:
This is a backport of core#19724 [5/9]
https://github.com/bitcoin/bitcoin/pull/19724/commits/da3a0be61b025224231206cb4656e420453bfdeb
Depends on D9773
Test Plan: ninja check
Reviewers: #bitcoin_abc, majcosta
Reviewed By: #bitcoin_abc, majcosta
Differential Revision: https://reviews.bitcoinabc.org/D9774