The following will kill the process group when the nc ends
#!/bin/sh
avconv x y z | sox a b c | { nc somewhere port ; pkill -g 0 ; }
Depending on how this gets started you might need to use a utility like setsid to restrict the things which are in the group. You could also replace -g 0 with -P $$. This works by the shell running the pkill command after the nc finishes.
See also Kill all descendant processes
