feat(jmxfetch): Clean up main loop on thread interrupt (#9788)

Author: PerfectSlayer

communication/src/main/java/datadog/communication/monitor/DDAgentStatsDConnection.java

@@ -187,7 +187,7 @@ private void discoverConnectionSettings() {
 
     if (null == host) {
       if (!OperatingSystem.isWindows() && new File(DEFAULT_DOGSTATSD_SOCKET_PATH).exists()) {
-        log.info("Detected {}.  Using it to send StatsD data.", DEFAULT_DOGSTATSD_SOCKET_PATH);
+        log.info("Detected {}. Using it to send StatsD data.", DEFAULT_DOGSTATSD_SOCKET_PATH);
         host = DEFAULT_DOGSTATSD_SOCKET_PATH;
         port = 0; // tells dogstatsd client to treat host as a socket path
       } else {

dd-java-agent/agent-jmxfetch/src/main/java/datadog/trace/agent/jmxfetch/JMXFetch.java

@@ -160,6 +160,8 @@ public void run() {
                   try {
                     Thread.sleep(DELAY_BETWEEN_RUN_ATTEMPTS);
                   } catch (final InterruptedException ignore) {
+                    Thread.currentThread().interrupt();
+                    break;
                   }
                 }
               }