Add test for ws setup failure #703

Job	Run time
clang-sanitizers (,thread)	2m 54s
downstream	2m 29s
clang-sanitizers (,address,undefined)	3m 1s
linux-compat (manylinux2014-x64)	2m 30s
linux-compiler-compat (clang-3)	2m 36s
linux-compat (manylinux2014-x86)	2m 35s
linux-compiler-compat (clang-6)	2m 58s
linux-compat (fedora-34-x64)	2m 55s
linux-shared-libs	2m 15s
linux-compiler-compat (clang-8)	3m 31s
linux-compat (opensuse-leap)	3m 44s
osx	2m 42s
linux-compiler-compat (clang-9)	3m 19s
linux-compat (rhel8-x64)	3m 0s
linux-compat (al2-x64)	2m 12s
linux-compiler-compat (clang-10)	3m 16s
linux-compiler-compat (clang-11)	3m 8s
windows	3m 51s
linux-compiler-compat (gcc-4.8)	2m 10s
windows-shared-libs	4m 16s
windows-vc14 (x86)	2m 45s
linux-compiler-compat (gcc-5)	2m 22s
linux-compiler-compat (gcc-6)	2m 41s
windows-vc14 (x64)	4m 1s
linux-compiler-compat (gcc-7)	2m 18s
linux-compiler-compat (gcc-8)	2m 46s
	1h 16m 15s

Provide feedback