Apparently the simple python HTTPS server the sample is interfacing,
cannot handle parallel TLS sessions (just one at a time), hence
establishing both IPv4/6 connections before sending request doesn't work
well, half of the requests are dropped. Therefore, modify the sample a
little to run only one TLS (or TCP if no TLS is used) connection at a
time.
Additionally, add a log in case HTTP client request fails, as it could
easily be overlooked if something went wrong.
Signed-off-by: Robert Lubos <robert.lubos@nordicsemi.no>