Check status of connection after PQconnectStartParams (#8210)

## Problem

See https://github.com/neondatabase/cloud/issues/14289

## Summary of changes

Check connection status after calling PQconnectStartParams

## Checklist before requesting a review

- [ ] I have performed a self-review of my code.
- [ ] If it is a core feature, I have added thorough tests.
- [ ] Do we need to implement analytics? if so did you add the relevant
metrics to the dashboard?
- [ ] If this PR requires public announcement, mark it with
/release-notes label and add several sentences in this section.

## Checklist before merging

- [ ] Do not forget to reformat commit message to not include the above
checklist

---------

Co-authored-by: Konstantin Knizhnik <knizhnik@neon.tech>

pgxn/neon/libpagestore.c

@@ -432,7 +432,17 @@ pageserver_connect(shardno_t shard_no, int elevel)
 			neon_shard_log(shard_no, elevel, "Failed to connect to pageserver: out of memory");
 			return false;
 		}
-
+		if (PQstatus(shard->conn) == CONNECTION_BAD)
+		{
+			char	   *msg = pchomp(PQerrorMessage(shard->conn));
+			CLEANUP_AND_DISCONNECT(shard);
+			ereport(elevel,
+					(errcode(ERRCODE_SQLCLIENT_UNABLE_TO_ESTABLISH_SQLCONNECTION),
+						errmsg(NEON_TAG "[shard %d] could not establish connection to pageserver", shard_no),
+						errdetail_internal("%s", msg)));
+			pfree(msg);
+			return false;
+		}
 		shard->state = PS_Connecting_Startup;
 		/* fallthrough */
 	}