clientv3: don't hold client lock while dialing

Causes async reconnect to block while the client is dialing.

This was also causing problems with the Close error message, so
now Close() will return the last dial error (if any) instead of
clearing it out with a cancel().

Fixes #5416

clientv3/integration/txn_test.go

@@ -74,7 +74,7 @@ func TestTxnWriteFail(t *testing.T) {
 
 	dialTimeout := 5 * time.Second
 	select {
-	case <-time.After(2*dialTimeout + time.Second):
+	case <-time.After(dialTimeout + time.Second):
 		t.Fatalf("timed out waiting for txn to fail")
 	case <-donec:
 		// don't restart cluster until txn errors out