Remote Write: Close connection after 3 retries

I propose a change in remote write. If we error out for > 3 times, then
we close the connection.

This is to htlp with user that are using load balancers and DNS, where
the active connection might point to a wrong DNS entry but the load
balancer of the old entry is still active, replying 503.

Signed-off-by: Julien <roidelapluie@o11y.eu>

storage/remote/client.go

@@ -271,6 +271,7 @@ func (c *Client) Store(ctx context.Context, req []byte, attempt int) (WriteRespo
 
 	if attempt > 0 {
 		httpReq.Header.Set("Retry-Attempt", strconv.Itoa(attempt))
+		httpReq.Close = attempt > 3
 	}
 
 	ctx, cancel := context.WithTimeout(ctx, c.timeout)