BGP: leave peer socket in non-blocking mode (mostly)

Rather than toggling socket in/out of non-block mode,
just leave it in nonblocking mode.

Also, only handle non-blocking and errno's correctly.
On write errno is only set if return is less than zero;
otherwise errno is from last failed system call.
On read errno is only set if return is less than zero.
Use convient ERRNO_IO_RETRY() macro to check for AGAIN/INTR etc.

One exception is in bgp_notify which only happens just
before close.

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