[networking] Fix various socks proxy bugs (#8065)

- Fixed support for IPv6 socks proxies
- Fixed support for IPv6 over socks5
- Fixed --source-address not being obeyed for socks4 and socks5
- Fixed socks4a when the destination address is an IPv4 address

Closes https://github.com/yt-dlp/yt-dlp/issues/7959
Fixes https://github.com/ytdl-org/youtube-dl/issues/15368

Authored by: coletdjnz
Co-authored-by: Simon Sawicki <accounts@grub4k.xyz>
Co-authored-by: bashonly <bashonly@bashonly.com>

yt_dlp/networking/_helper.py

@@ -2,6 +2,7 @@ from __future__ import annotations
 
 import contextlib
 import functools
+import socket
 import ssl
 import sys
 import typing
@@ -206,3 +207,59 @@ def wrap_request_errors(func):
                 e.handler = self
             raise
     return wrapper
+
+
+def _socket_connect(ip_addr, timeout, source_address):
+    af, socktype, proto, canonname, sa = ip_addr
+    sock = socket.socket(af, socktype, proto)
+    try:
+        if timeout is not socket._GLOBAL_DEFAULT_TIMEOUT:
+            sock.settimeout(timeout)
+        if source_address:
+            sock.bind(source_address)
+        sock.connect(sa)
+        return sock
+    except socket.error:
+        sock.close()
+        raise
+
+
+def create_connection(
+    address,
+    timeout=socket._GLOBAL_DEFAULT_TIMEOUT,
+    source_address=None,
+    *,
+    _create_socket_func=_socket_connect
+):
+    # Work around socket.create_connection() which tries all addresses from getaddrinfo() including IPv6.
+    # This filters the addresses based on the given source_address.
+    # Based on: https://github.com/python/cpython/blob/main/Lib/socket.py#L810
+    host, port = address
+    ip_addrs = socket.getaddrinfo(host, port, 0, socket.SOCK_STREAM)
+    if not ip_addrs:
+        raise socket.error('getaddrinfo returns an empty list')
+    if source_address is not None:
+        af = socket.AF_INET if ':' not in source_address[0] else socket.AF_INET6
+        ip_addrs = [addr for addr in ip_addrs if addr[0] == af]
+        if not ip_addrs:
+            raise OSError(
+                f'No remote IPv{4 if af == socket.AF_INET else 6} addresses available for connect. '
+                f'Can\'t use "{source_address[0]}" as source address')
+
+    err = None
+    for ip_addr in ip_addrs:
+        try:
+            sock = _create_socket_func(ip_addr, timeout, source_address)
+            # Explicitly break __traceback__ reference cycle
+            # https://bugs.python.org/issue36820
+            err = None
+            return sock
+        except socket.error as e:
+            err = e
+
+    try:
+        raise err
+    finally:
+        # Explicitly break __traceback__ reference cycle
+        # https://bugs.python.org/issue36820
+        err = None