In testing, I have been unable to establish any socket connections (including FTP connections) on shutdown. This is important if you are trying to save the FTP transfer to run after the php script has been executed (using register_shutdown_function). I am unaware of any configuration options that control this, and I have found this affects any socket connections I have tried to establish after shutdown.
The same code works fine if it is executed at runtime, rather than on shutdown. Since I found no documentation of this behavior, I felt it important to note somewhere. May also be useful if this was crosslinked to fsockopen comments as well.