Fixes termination issues regarding #4

[donmahallem]

One of the main issues was a timing issue between initializing the connection and already accepting send requests. Antoher option would be to block accepting send requests until the connection has status connected.

I am not yet sure if this the final solution but Termination via KeyboardInterupt looks reliable for now.

[NicoBiernat]

Thank you very much for the pull request!
On which OS did you test this?
We figured out that the KeyboardInterrupt actually preemptively interrupts the program correctly on Linux but does not do so on Windows.
We have to test this on both OSs (and also macOS).
So this PR might not fully solve the KeyboardInterrupt issue but the addition of a connection-state seems reasonable nonetheless from what I just quickly looked at.
@Gedusim Could you take a look at this?

[donmahallem]

Currently tested on Windows(where I had the issues atleast) and WSL with Python 3.12. For me it works reliable for now.

One might add an additional lock for the connection_state (I wouldn't reuse the existing one even with RLock) but I considered it not necessary as it is publicly read only.

While debugging this I found some unrelated stuff that could be improved and I will follow up with PRs when I get to them.