Remove `ElasticsearchInterruptedException` and handle interrupt state
correctly.

InterruptedExceptions should be handled by either rethrowing or
restoring the interrupt state (i.e. calling
`Thread.currentThread().interrupt()`). This is important since the
caller of the is method or subequent method calls might also be
interested in this exception. If we ignore the interrupt state the
caller might be left unaware of the exception and blocks again on
a subsequent method.

Closes #4712