Improve spider error messages when the remote server is unreachable

Spider tends to return error 12701 when the remote server is unreachable and the connection to the remote server has returned error 1429 ER_CONNECT_TO_FOREIGN_DATA_SOURCE.

A minimal example could be creating a spider table without specifying any connection info:

CREATE TABLE t (c INT) ENGINE=Spider;

When this table is accessed, it may output a 1429 and log a 12701 in the error log, and in either case, it does not explain why the server is unreachable (no server at /tmp/mysql.sock in this case).

So we should make it so that the error message contains some connect information for the remote server that could provide the user some hint on why it was unreachable.