This address 2 issues:
1. It is possible (somehow) that the inner server client (r) was not
working resp 3 when entering this test.
this makes sure it does.
2. in case the test failed it might leave the redirection client closed.
there is a cross test assumption it should be open, so moved most of the
assert checks to the end of the test.
example fail:
https://github.com/valkey-io/valkey/actions/runs/12979601179/job/36195523412
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Signed-off-by: Ran Shidlansik <ranshid@amazon.com>
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