[SPARK-3741] Make ConnectionManager propagate errors properly and add mo...

...re logs to avoid Executors swallowing errors

This PR made the following changes:
* Register a callback to `Connection` so that the error will be propagated properly.
* Add more logs so that the errors won't be swallowed by Executors.
* Use trySuccess/tryFailure because `Promise` doesn't allow to call success/failure more than once.

Author: zsxwing <zsxwing@gmail.com>

Closes #2593 from zsxwing/SPARK-3741 and squashes the following commits:

1d5aed5 [zsxwing] Fix naming
0b8a61c [zsxwing] Merge branch 'master' into SPARK-3741
764aec5 [zsxwing] [SPARK-3741] Make ConnectionManager propagate errors properly and add more logs to avoid Executors swallowing errors