Guard open connection call in RemoteClusterConnection (#44921)

Fixes an issue where a call to openConnection was not properly guarded, allowing an exception
to bubble up to the uncaught exception handler, causing test failures.

Closes #44912

Author: ywelsch

server/src/main/java/org/elasticsearch/transport/RemoteClusterConnection.java

@@ -432,14 +432,6 @@ private void collectRemoteNodes(Iterator<Supplier<DiscoveryNode>> seedNodes, Act
             }
 
             if (seedNodes.hasNext()) {
-                final DiscoveryNode seedNode = maybeAddProxyAddress(proxyAddress, seedNodes.next().get());
-                logger.debug("[{}] opening connection to seed node: [{}] proxy address: [{}]", clusterAlias, seedNode,
-                    proxyAddress);
-                final ConnectionProfile profile = ConnectionProfile.buildSingleChannelProfile(TransportRequestOptions.Type.REG);
-
-                final StepListener<Transport.Connection> openConnectionStep = new StepListener<>();
-                connectionManager.openConnection(seedNode, profile, openConnectionStep);
-
                 final Consumer<Exception> onFailure = e -> {
                     if (e instanceof ConnectTransportException ||
                         e instanceof IOException ||
@@ -456,6 +448,17 @@ private void collectRemoteNodes(Iterator<Supplier<DiscoveryNode>> seedNodes, Act
                     listener.onFailure(e);
                 };
 
+                final DiscoveryNode seedNode = maybeAddProxyAddress(proxyAddress, seedNodes.next().get());
+                logger.debug("[{}] opening connection to seed node: [{}] proxy address: [{}]", clusterAlias, seedNode,
+                    proxyAddress);
+                final ConnectionProfile profile = ConnectionProfile.buildSingleChannelProfile(TransportRequestOptions.Type.REG);
+                final StepListener<Transport.Connection> openConnectionStep = new StepListener<>();
+                try {
+                    connectionManager.openConnection(seedNode, profile, openConnectionStep);
+                } catch (Exception e) {
+                    onFailure.accept(e);
+                }
+
                 final StepListener<TransportService.HandshakeResponse> handShakeStep = new StepListener<>();
                 openConnectionStep.whenComplete(connection -> {
                     ConnectionProfile connectionProfile = connectionManager.getConnectionProfile();