Re: pgAgent: Log connection error message and initial connection

- If the initial connection attempt fails, it will loop, and retry a few times at the speed of the normal timing loop before giving up.

Hmm, I don't see any of the service code I expected to see for
Windows. At the moment when the service starts we start MainLoop() and
immediately tell the SCM that the service state is 'running'. What we
should do, is tell the SCM that the service is starting until the
primary connection is successful, and only then tell the SCM that
we're running. That way, the service will refuse to start if the
connection cannot be made, rather than starting and then stopping
again. It'll also mean that when starting the service manually, the
progress bar will be shown until the connection is established and we
know everything is good.

That's the code I mentioned I'd worked on in pg_ctl - in particular
look at the do_checkpoint related stuff in
test_postmaster_connection() which is how we tell the SCM that we're
still trying to startup.