I need to run test on Windows and I just discovered that:
1. the `errno_unix.go` filename does not mean anything because
`unix` is not a valid platform, so we need a filename for
each platform that we care about;
2. on Windows we need to use WSA prefixed names;
3. `i/e/session_psiphon.go` was not building because of the
migration from `netxlite/iox` to `netxlite`.
This diff attempts to fix all three issues.
The reference issue is https://github.com/ooni/probe/issues/1733,
because I was working on such an issue.
When preparing a tutorial for netxlite, I figured it is easier
to tell people "hey, this is the package you should use for all
low-level networking stuff" rather than introducing people to
a set of packages working together where some piece of functionality
is here and some other piece is there.
Part of https://github.com/ooni/probe/issues/1591
