I can only imagine this bug is not limited to socket events nor $sockname, but using /url within at least sockread and sockclose causes $sockname to be unset. I have not tested beyond these cases. I've also noted that context is switched after the /url call. The sockclose event runs before the next line in sockread after /url. I can somewhat understand how identifiers would be lost with this context switch, but not why the switch happens in the first place.

Workaround for possible side effects due to context swtich - always call /url from a timer?

Code
alias test {
  sockopen -e url_sock www.google.com 443
}

on *:sockopen:url_sock:{
  sockwrite -n $sockname GET / HTTP/1.0
  sockwrite -n $sockname Host: google.com
  sockwrite -n $sockname User-Agent: mIRC
  sockwrite -n $sockname Connection: close
  sockwrite -n $sockname $crlf
}

on *:sockread:url_sock:{
  sockread -f %read
  if (%read == The document has moved) {
    echo 4 -ag sockread: $!sockname = $sockname
    url www.yahoo.com
    echo 4 -ag sockread: $!sockname = $sockname
  }
}

on *:sockclose:url_sock:{
  echo 3 -ag sockclose: $!sockname = $sockname
  url www.yahoo.com
  echo 3 -ag sockclose: $!sockname = $sockname
}


Quote
sockread:  $sockname = url_sock
sockclose: $sockname = url_sock
sockclose: $sockname =
sockread:  $sockname =