dns->ip->tcp->http. DNS resolve the domain to a ip address; tcp adding a port (like HTTP default 80) and others; http adding headers, form data and others. finally your http load in ip packet send from your network adapter and well processed by routers in Internet and will arrive to right http server.
we have answer to all your transport layer questions in golang document, mainly this. please read it carefully.
a connection error just effect one request. even if multiple request use same tcp connection, because the request-reponse pair goes one bye one, so one connection error will never make two request fail.