Contrary to yours, my attempts to use Memcached with sockets (instead of TCP connections) were successful with a standard Moodle instance, with this line in config.php :
$CFG->session_memcached_save_path = '/run/memcached/memcached.sock:0';
and the latest Moodle version : 3.9.2+ (Build: 20201021). Not tested with older versions.