Introduce a state on the ctl_relay_event struct. This makes it possible

Introduce a state on the ctl_relay_event struct. This makes it possible
to better track the connection state of a session and stops doing double
opens in certain situations using http relays. Using a state field to
simplify the logic since relay_connect() is called multiple times.
OK benno@, bluhm@ and running in production for more than a week