net: sockets: Set writefds in case of error in select()

The writefds is typically set if there is an error while
waiting for example the connect() to finish. So check if
the user supplied the writefds and update it accordingly.

Signed-off-by: Jukka Rissanen <jukka.rissanen@nordicsemi.no>
(cherry picked from commit 5bf18e39)