Handle the exception when cancel query failed.

pgjdbc/src/main/java/org/postgresql/core/QueryExecutorBase.java

@@ -178,6 +178,7 @@ public abstract class QueryExecutorBase implements QueryExecutor {
     } catch (IOException e) {
       // Safe to ignore.
       LOGGER.trace("Ignoring exception on cancel request:", e);
+      throw new SQLException("Cancel request on this connection failed");
     } finally {
       if (cancelStream != null) {
         try {

pgjdbc/src/main/java/org/postgresql/jdbc/PgConnection.java

@@ -1143,7 +1143,11 @@ public class PgConnection implements BaseConnection {
   @Override
   public void cancelQuery() throws SQLException {
     checkClosed();
+    try {
       queryExecutor.sendQueryCancel();
+    } catch (SQLException e) {
+      queryExecutor.close();
+    }
   }
 
   @Override