This issue has been closed as 'Won't Fix' due to an extended period of time without updates. If this issue is important to you please let us know by posting on the AnswerHub or UDN, and Epic will re-open the ticket for further review.
Even though it's undocumented, Windows can reportedly return ERROR_FILE_NOT_FOUND from WSAErrorCode. We should handle this case, see additional info URL.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-23301 in the post.