[BACKPORT] No task fix releasing resources on inititlization failure

[nmarton-da]

…on failed (#11915)

Previously InitHookDataSourceProxy was not closing the connection if initialization failed,
which causing worker-locks to stuck on PostgreSQL side, preventing subsequent HA initialization.
This PR fixes by closing explicitly the connection, if initialization failed.

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[oliverse-da]

Approving based on the fact that this is the same change as #11915