Fix UDS connection exception handling and add test.

src/System.Private.ServiceModel/tests/Scenarios/Binding/UDS/UDSBindingTests.cs

@@ -176,12 +176,48 @@ public void BasicIdentityOnlyAuthLinux()
         }
     }
 
+    [WcfFact]
+    [OuterLoop]
+    public void SocketExceptionHandlingTest()
+    {
+        string testString = new string('a', 3000);
+        IHost host = ServiceHelper.CreateWebHostBuilder<StartUpForUDS>(UDS.GetUDSFilePath());
+        using (host)
+        {
+            System.ServiceModel.ChannelFactory<IEchoService> factory = null;
+            IEchoService serviceProxy = null;
+            host.Start();
+            try
+            {
+                System.ServiceModel.UnixDomainSocketBinding binding = new UnixDomainSocketBinding(UnixDomainSocketSecurityMode.None);
+                var uriBuilder = new UriBuilder()
+                {
+                    Scheme = "net.uds",
+                    Path = UDS.GetInvalidUDSFilePath()
+                };
+                factory = new System.ServiceModel.ChannelFactory<IEchoService>(binding,
+                    new System.ServiceModel.EndpointAddress(uriBuilder.ToString()));
+                serviceProxy = factory.CreateChannel();
+                Assert.Throws<EndpointNotFoundException>(() => ((IChannel)serviceProxy).Open());
+            }
+            finally
+            {
+                ServiceHelper.CloseServiceModelObjects((IChannel)serviceProxy, factory);
+            }
+        }
+    }
+
     public class UDS
     {
         public static string GetUDSFilePath()
         {
             return Path.Combine(Path.GetTempPath(), "unix1.txt");
         }
+
+        public static string GetInvalidUDSFilePath()
+        {
+            return Path.Combine(Path.GetTempPath(), "invalid.txt");
+        }
     }
 
     public class StartUpForUDS : UDS

src/System.ServiceModel.UnixDomainSocket/src/System/ServiceModel/Channels/SocketConnection.cs

@@ -854,12 +854,11 @@ public async ValueTask<IConnection> ConnectAsync(Uri uri, TimeSpan timeout)
             try
             {
                 socketConnection = await CreateConnectionAsync(uri);
-                lastException = null;
             }
             catch (SocketException socketException)
             {
                 throw DiagnosticUtility.ExceptionUtility.ThrowHelperError(
-                    SocketConnectionInitiator.ConvertConnectException(lastException, uri,
+                    SocketConnectionInitiator.ConvertConnectException(socketException, uri,
                     timeoutHelper.ElapsedTime(), socketException));
             }