Error-checking for a couple of corruption issues

[mehrdadn]

Why are these changes needed?

• Handles Redis disconnection gracefully in monitor.py

• Adds error-checking to catch memory corruptions on Windows (and possibly other platforms).

Related issue number

#631

Checks

• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/latest/.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failure rates at https://ray-travis-tracker.herokuapp.com/.
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested (please justify below)

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