change which proxy as reported as being failing

change which proxy as reported as being failing

with the previous logic, if proxies were being used and connection
to the first failed, 0 was reported, but 0 was also reported if the
connection between the first and the second failed. -1 was reported
if no proxies were used at all.

now always the number of the proxy to which the connection fails
is reported, and -1 if the last hop (i.e. the connection to the target)
failed.
so if the connection between proxy 0 and 1 fails, 1 is reported as
failing. this allows to accurately remove dead proxies from a chain.