Show correct daemon name on Luxi connect errors

Since now confd also serves a Luxi endpoint, the current message in
cli.FormatError is misleading when actually failing to connect to
it. The patch adds a somewhat hackish way to show the right daemon
name.

Signed-off-by: Iustin Pop <iustin@google.com>
Reviewed-by: Michael Hanselmann <hansmi@google.com>