Enhance WebSocketClientTest's "skip if can't connect"

At my work location, WebSocketClientTest.skipTestIfCantConnect() to the public websocket server succeeds but subsequently, when the connector creates the real websocket and connects, that fails with
`Didn't switch protocols, expected status <101>, but got <403>`... which causes a test failure.

For some reason my work location isn't allowing a websocket connect to that public server. These tests run fine from other locations (e.g., home, the CI servers).

Basically, enhance the connect test code to do a real websocket connect instead of just a simple socket.connect().