[Proxy] Log warning when opening connection to broker fails (apache#1…

…4710)

(cherry picked from commit 13c4562)
(cherry picked from commit 30783d0)

pulsar-proxy/src/main/java/org/apache/pulsar/proxy/server/DirectProxyHandler.java

@@ -148,6 +148,8 @@ protected void initChannel(SocketChannel ch) {
         f.addListener(future -> {
             if (!future.isSuccess()) {
                 // Close the connection if the connection attempt has failed.
+                log.warn("[{}] Establishing connection to {} ({}) failed. Closing inbound channel.", inboundChannel,
+                        targetBrokerAddress, targetBrokerUrl, future.cause());
                 inboundChannel.close();
                 return;
             }