[client] Fix UDP proxy to notify listener when remote conn closed (#4199)

* Fix UDP proxy to notify listener when remote conn closed

* Fix sender tests to use t.Errorf for timeout assertions

* Fix potential nil pointer

relay/healthcheck/sender_test.go

@@ -122,10 +122,6 @@ func TestSenderHealthCheckAttemptThreshold(t *testing.T) {
 			originalTimeout := healthCheckTimeout
 			healthCheckInterval = 1 * time.Second
 			healthCheckTimeout = 500 * time.Millisecond
-			defer func() {
-				healthCheckInterval = originalInterval
-				healthCheckTimeout = originalTimeout
-			}()
 
 			//nolint:tenv
 			os.Setenv(defaultAttemptThresholdEnv, fmt.Sprintf("%d", tc.threshold))
@@ -164,20 +160,23 @@ func TestSenderHealthCheckAttemptThreshold(t *testing.T) {
 			select {
 			case <-sender.Timeout:
 				if tc.resetCounterOnce {
-					t.Fatalf("should not have timed out before %s", testTimeout)
+					t.Errorf("should not have timed out before %s", testTimeout)
 				}
 			case <-time.After(testTimeout):
 				if tc.resetCounterOnce {
 					return
 				}
-				t.Fatalf("should have timed out before %s", testTimeout)
+				t.Errorf("should have timed out before %s", testTimeout)
 			}
 
+			cancel()
 			select {
 			case <-senderExit:
 			case <-time.After(2 * time.Second):
 				t.Fatalf("sender did not exit in time")
 			}
+			healthCheckInterval = originalInterval
+			healthCheckTimeout = originalTimeout
 		})
 	}