Start using flake8 and hacking
PEP8 changes that prevented the CI to pass
Fix exceptions usage

Some modules were using ConnectorException and others started using
CollectorExeption (that was missing). This commit fixes this.
Fix H302: import only modules
Fix H306: imports not in alphabetical order
Fix F401: imported but unused
Fix H404: docstrings
Fix F841: local variable assined but never used