SK-1906 Improve debugging in connections

[skyflow-vivek]

This PR addresses feedback as well as customer request for invoke connections.

Why

• When invoke connection request fails, the SDK throws an error with relevant details received from the API.
• However, the customer is unable to debug whether error occurred on their end or third-party end based on given info.

Goal

• Customers should be easily able to debug whether an error occurred on their end or third-party end
• Improved error response structure to help customers with their problem

Testing

• The changed were tested manually
• Added unit tests for the changes