Report when server severs connection

If an exception occurs while trying to connect to the server (e.g. if the
server has an exception which severs the connection, an unrelated and
unhandled exception is being thrown. This fixes that.

Fixes https://tickets.puppetlabs.com/browse/RAZOR-332
also, since this is a completely unexpected case, would we want to dump, eg, `e.backtrace.take(10)` or something to tell us where it fired from?