test: increase coverage for http2.connect

Added checks for connecting using https and an unsupported protocol.

PR-URL: https://github.com/nodejs/node/pull/14832


Reviewed-By: James M Snell <jasnell@gmail.com>
Reviewed-By: Anna Henningsen <anna@addaleax.net>
Reviewed-By: Colin Ihrig <cjihrig@gmail.com>
Reviewed-By: Yuta Hiroto <hello@about-hiroppy.com>
Reviewed-By: Tobias Nießen <tniessen@tnie.de>