Git for Windows's config file of `connect.exe` is susceptible to malicious placing

Git for Windows, the Windows port of Git, ships with an executable called `connect.exe`, which implements a SOCKS5 proxy that can be used to connect e.g. to SSH servers via proxies when certain ports are blocked for outgoing connections. The location of `connect.exe`'s config file is hard-coded as `/etc/connectrc` which will typically be interpreted as `C:\etc\connectrc`. Since `C:\etc` can be created by any authenticated user, this makes `connect.exe` susceptible to malicious files being placed there by other users on the same multi-user machine. The problem has been patched in Git for Windows v2.40.1. As a workaround, create the folder `etc` on all drives where Git commands are run, and remove read/write access from those folders. Alternatively, watch out for malicious `<drive>:\etc\connectrc` files on multi-user machines.