Fix leaks and add test

transport/wireguard/device_system.go

@@ -106,5 +106,11 @@ func (w *SystemDevice) Events() chan wgTun.Event {
 }
 
 func (w *SystemDevice) Close() error {
+	select {
+	case <-w.events:
+		return os.ErrClosed
+	default:
+		close(w.events)
+	}
 	return w.device.Close()
 }