Javascript doesn't catch error in WebSocket instantiation

The WebSocket's connection-time error causes a dispatched event, not a thrown value. This is because throw operations must be synchronous. In order to handle all connection-time errors as thrown errors, the WebSocket constructor would need to completely suspend all script execution and UI interaction until the entire WebSocket handshake had completed. Instead, the connection process runs asynchronously, thereby allowing the browser thread to continue working while the WebSocket connection initializes in the background. Because of the connection's asynchronous nature, the WebSocket must report errors via error events, since the synchronous new WebSocket operation has already finished by the time the asynchronous connection task encounters an error.

The ERR_CONNECTION_REFUSED message you see is purely for the benefit of developers; it is not accessible to the script in any way. It does not have any representation within the JavaScript environment. It's just a red-colored message that appears in your console to inform you, the human looking at the browser, about an error.

The error handler event is the correct place to respond to failure, but the lack of script-readable connection-time error information is by design. From the WHATWG spec for the WebSocket API:

User agents must not convey any failure information to scripts in a way that would allow a script to distinguish the following situations:

• A server whose host name could not be resolved.
• A server to which packets could not successfully be routed.
• A server that refused the connection on the specified port.
• A server that failed to correctly perform a TLS handshake (e.g., the server certificate can't be verified).
• A server that did not complete the opening handshake (e.g. because it was not a WebSocket server).
• A WebSocket server that sent a correct opening handshake, but that specified options that caused the client to drop the connection (e.g. the server specified a subprotocol that the client did not offer).
• A WebSocket server that abruptly closed the connection after successfully completing the opening handshake.

[...] Allowing a script to distinguish these cases would allow a script to probe the user's local network in preparation for an attack.

The browser is deliberately omitting any useful information as required by the spec. The spec authors are concerned that access to this information could allow a malicious Web page to gain information about your network, so they require browsers report all connection-time errors in an indistinguishable way.