Is your feature request related to a problem? Please describe.
When starting or testing a connection sometimes the connection attempt takes a long time and doesn't fail with an error quickly. There is no way to cancel it.

Describe the solution you'd like
A cancel button.

Describe alternatives you've considered
The only alternative is to close the application.

Additional context
I was experiencing this issue while testing SSH tunnel settings which because the settings were almost right and/or the firewall was tarpitting connections things didn't just fail.