Recent changes to UDP in order to correct problems with UDP connection mode...

Recent changes to UDP in order to correct problems with UDP connection mode introduced a new bug:  The 'to' address passed to sendto() must now be NULL in connection mode.  But there are errors because there was one place where the 'to' address was still being used.

This commit adds logic to first check for UDP connection mode.  If the UDP socket is connected, then the NULL 'to' address is ignored and saved connection address is used instead.