Executor: Connect to the client's socket as early as possible to help diagnosing issues

Any failure or delay that happen before connecting to the client may lead to the cryptic:

ERROR: Could not queue the job: "The job process failed to start"

Instead, let's connect the client as early as possible, so that any setup error may be logged into the client's socket, where it will be easier to find that by browsing the executor service logs after the fact.