src/java.net.http/share/classes/jdk/internal/net/http/Exchange.java

@@ -81,10 +81,14 @@
     final Executor parentExecutor;
     boolean upgrading; // to HTTP/2
     final PushGroup<T> pushGroup;
     final String dbgTag;
 
+    // Keeps track of the underlying connection when establishing an HTTP/2
+    // exchange so that it can be aborted/timed out mid setup.
+    final ConnectionAborter connectionAborter = new ConnectionAborter();
+
     Exchange(HttpRequestImpl request, MultiExchange<T> multi) {
         this.request = request;
         this.upgrading = false;
         this.client = multi.client();
         this.multi = multi;

@@ -123,10 +127,31 @@
 
     HttpClientImpl client() {
         return client;
     }
 
+    // Keeps track of the underlying connection when establishing an HTTP/2
+    // exchange so that it can be aborted/timed out mid setup.
+    static final class ConnectionAborter {
+        private volatile HttpConnection connection;
+
+        void connection(HttpConnection connection) {
+            this.connection = connection;
+        }
+
+        void closeConnection() {
+            HttpConnection connection = this.connection;
+            this.connection = null;
+            if (connection != null) {
+                try {
+                    connection.close();
+                } catch (Throwable t) {
+                    // ignore
+                }
+            }
+        }
+    }
 
     public CompletableFuture<T> readBodyAsync(HttpResponse.BodyHandler<T> handler) {
         // If we received a 407 while establishing the exchange
         // there will be no body to read: bodyIgnored will be true,
         // and exchImpl will be null (if we were trying to establish

@@ -177,10 +202,11 @@
             cancel(new IOException("Request cancelled"));
         }
     }
 
     public void cancel(IOException cause) {
+        if (debug.on()) debug.log("cancel exchImpl: %s, with \"%s\"", exchImpl, cause);
         // If the impl is non null, propagate the exception right away.
         // Otherwise record it so that it can be propagated once the
         // exchange impl has been established.
         ExchangeImpl<?> impl = exchImpl;
         if (impl != null) {

@@ -188,10 +214,15 @@
             if (debug.on()) debug.log("Cancelling exchImpl: %s", exchImpl);
             impl.cancel(cause);
         } else {
             // no impl yet. record the exception
             failed = cause;
+
+            // abort/close the connection if setting up the exchange. This can
+            // be important when setting up HTTP/2
+            connectionAborter.closeConnection();
+
             // now call checkCancelled to recheck the impl.
             // if the failed state is set and the impl is not null, reset
             // the failed state and propagate the exception to the impl.
             checkCancelled();
         }