Add more granularity to `ConnectionError` through more specific error classes

[omkarmoghe]

• would love to have more granularity into what kind of Connection error is being thrown
• this PR changes 3/4 ConnectionError throws to use subclasses specific to that failure mode
• this is backwards compatible because they are subclasses of ConnectionError so this should not affect any existing rescue logic
• open to feedback!

[omkarmoghe]

somewhat related to #674