Fix NameError and socket leak in TCPClient._create_stream error path

pr_body.md

@@ -0,0 +1,28 @@
+Several `raise` statements across the codebase pass format arguments to exception constructors using a comma instead of `%` operator:
+
+```python
+# Before (comma creates a tuple message):
+raise ValueError("message %s", value)
+
+# After (proper string formatting):
+raise ValueError("message %s" % value)
+```
+
+When Python's `Exception.__init__` receives multiple arguments, `str(e)` shows the raw tuple representation instead of a formatted message. For example, `ValueError("unsupported auth_mode %s", "digest")` displays as:
+
+```
+ValueError: ('unsupported auth_mode %s', 'digest')
+```
+
+instead of:
+
+```
+ValueError: unsupported auth_mode digest
+```
+
+Affected locations:
+- `web.py`: `_convert_header_value`, `xsrf_token`, `stream_request_body`, `_has_stream_request_body`
+- `websocket.py`: `_PerMessageDeflateCompressor.__init__`, `_PerMessageDeflateDecompressor.__init__`, `_process_server_headers`
+- `simple_httpclient.py`: HTTP basic auth mode validation
+- `netutil.py`: Unix socket bind validation
+- `concurrent.py`: `run_on_executor` argument validation

tornado/tcpclient.py

@@ -326,6 +326,7 @@ def _create_stream(
         except OSError as e:
             fu = Future()  # type: Future[IOStream]
             fu.set_exception(e)
-            return stream, fu
+            socket_obj.close()
+            return socket_obj, fu
         else:
             return stream, stream.connect(addr)