getsockname() returns the address that the socket was bound to.
If it was bound to INADDR_ANY, getsockname() will stubbornly return INADDR_ANY
(and someport - that one is valid).
Subsequent connection attempts to INADDR_ANY:someport will fail with winsock.
Actually, it doesn't make even sense to connect to INADDR_ANY at all
(where is the socket connecting to? To a random interface of the host?),
so this is just a straight-up change, without platform-specific ifdefing.

Use loopback instead of INADDR_ANY. To ensure that binding and creation
of INADDR_ANY is still tested, use two addresses: bind to INADDR_ANY,
but connect to loopback, with the port number that we got from the bound
address.