Log initialize_connection error before remove_export

The way this code is currently structured, if
self.driver.remove_export() raises an exception, you see the
error message logged for that but the original exception
from initialize_connection() never gets logged.

Change-Id: I454c73e8fdc88e5a9542369a5bca33f29617f013
Merge "Log initialize_connection error before remove_export"