Rethrow errors so they may be handled outside of WebSocket.open()

[bryaan]

This is a fix for a bug where any errors throw from within WebSocket.open() is hidden from an outer try/catch.

#1067

[nickrobinson251]

is rethrow() fine here?

Suggested change

	rethrow(e)
	rethrow()

I think rethrow(e) is not usually the right choice, per the docs:

help?> rethrow
search: rethrow

  rethrow()

  Rethrow the current exception from within a catch block. The rethrown exception will continue propagation as if it had not been caught.

  │ Note
  │
  │  The alternative form rethrow(e) allows you to associate an alternative exception object e with the current backtrace. However this
  │  misrepresents the program state at the time of the error so you're encouraged to instead throw a new exception using throw(e). In Julia
  │  1.1 and above, using throw(e) will preserve the root cause exception on the stack, as described in current_exceptions.

[quinnj]

I think we should actually do the rethrowing from inside the !isok block above, since we're currently "throwing" a "closed normally" exception when we get a close notification from the peer socket.