Add missing mock to test_set_external_network_empty

A missing mock causes test failures when using requests 2.4.0 (I'm
uncertain as to why). Add the mock, and change the "expected error
messages" assertion down to 1 since only one failure should occur (I
assume previously the failure on get_tenant_list caused a 2nd error
message to pop up).

Change-Id: Icb0110c5937c3d4e437cc708ce8dbb8d0edaae74
Closes-Bug: #1363159