diff --git a/dll/win32/msafd/misc/dllmain.c b/dll/win32/msafd/misc/dllmain.c
index 0e4dd446674..97330c2b4a0 100644
--- a/dll/win32/msafd/misc/dllmain.c
+++ b/dll/win32/msafd/misc/dllmain.c
@@ -2103,7 +2103,11 @@ WSPConnect(SOCKET Handle,
             Status = IOSB->Status;
         }
 
-        Socket->SharedData->SocketLastError = TranslateNtStatusError(Status);
+        if (Status == STATUS_LOCAL_DISCONNECT)
+            Socket->SharedData->SocketLastError = WSAETIMEDOUT;
+        else
+            Socket->SharedData->SocketLastError = TranslateNtStatusError(Status);
+
         if (Status != STATUS_SUCCESS)
             goto Leave;
 
@@ -2174,6 +2178,10 @@ Leave:
         }
     }
 
+    if (Status == STATUS_LOCAL_DISCONNECT && Errno == 0)
+    {
+        Status = STATUS_TIMEOUT;
+    }
     return MsafdReturnWithErrno(Status, lpErrno, 0, NULL);
 }
 
diff --git a/dll/win32/ws2_32/src/sockctrl.c b/dll/win32/ws2_32/src/sockctrl.c
index 15a13a55053..c6971ed342f 100644
--- a/dll/win32/ws2_32/src/sockctrl.c
+++ b/dll/win32/ws2_32/src/sockctrl.c
@@ -111,7 +111,7 @@ connect(IN SOCKET s,
     }
 
     /* Return with an Error */
-    SetLastError(ErrorCode);
+    WSASetLastError(ErrorCode);
     return SOCKET_ERROR;
 }