Add one more test. Also both exceptions could be raised

tests/test_sa_engine.py

@@ -150,7 +150,7 @@ async def test_terminate_with_acquired_connections(make_engine):
     assert conn.closed
 
 
-async def test_release_disconnected_connection(
+async def test_release_after_connection_disconnected_before_select(
     tcp_proxy, unused_port, pg_params, make_engine
 ):
     server_port = pg_params["port"]
@@ -160,7 +160,7 @@ async def test_release_disconnected_connection(
     engine = await make_engine(port=proxy_port)
 
     with pytest.raises(
-        psycopg2.InterfaceError, match='connection already closed'
+        (psycopg2.InterfaceError, psycopg2.OperationalError)
     ):
         with pytest.warns(ResourceWarning, match='Invalid transaction status'):
             async with engine.acquire() as conn, conn.begin():
@@ -169,3 +169,24 @@ async def test_release_disconnected_connection(
                 await conn.execute('SELECT 1;')
 
     assert engine.size == 0
+
+
+async def test_release_after_connection_disconnected_before_begin(
+    tcp_proxy, unused_port, pg_params, make_engine
+):
+    server_port = pg_params["port"]
+    proxy_port = unused_port()
+
+    tcp_proxy = await tcp_proxy(proxy_port, server_port)
+    engine = await make_engine(port=proxy_port)
+
+    with pytest.raises(
+        (psycopg2.InterfaceError, psycopg2.OperationalError)
+    ):
+        with pytest.warns(ResourceWarning, match='Invalid transaction status'):
+            async with engine.acquire() as conn:
+                await conn.execute('SELECT 1;')
+                await tcp_proxy.disconnect()
+                async with conn.begin():
+                    pytest.fail("Should not be here")
+    assert engine.size == 0