Fix git_remote_connect not throwing on non-zero result

Author: YuKitsune

Diff for: LibGit2Sharp/Core/Proxy.cs

@@ -2172,6 +2172,7 @@ public static unsafe void git_remote_connect(RemoteHandle remote, GitDirection d
             catch (Exception)
             {
                 customHeaders.Dispose();
+                throw;
             }
         }