Fix build and C++ tests for FreeBSD (#10480)

src/collective/socket.cc

@@ -22,10 +22,12 @@ namespace xgboost::collective {
 SockAddress MakeSockAddress(StringView host, in_port_t port) {
   struct addrinfo hints;
   std::memset(&hints, 0, sizeof(hints));
-  hints.ai_protocol = SOCK_STREAM;
+  hints.ai_socktype = SOCK_STREAM;
   struct addrinfo *res = nullptr;
   int sig = getaddrinfo(host.c_str(), nullptr, &hints, &res);
   if (sig != 0) {
+    LOG(FATAL) << "Failed to get addr info for: " << host
+      << ", error: " << gai_strerror(sig);
     return {};
   }
   if (res->ai_family == static_cast<std::int32_t>(SockDomain::kV4)) {