SNOW-683056 Add exception tests for server_connection.py

[sfc-gh-sfan]

Description

This adds coverage to code paths not covered by existing tests. The remaining ones are all with is_stored_procedure() being True.

Testing

unit test

Please answer these questions before submitting your pull requests. Thanks!

1. What GitHub issue is this PR addressing? Make sure that there is an accompanying issue to your PR.

   Fixes SNOW-683056

2. Fill out the following pre-review checklist:

   • [ ] I am adding a new automated test(s) to verify correctness of my new code
   • [ ] I am adding new logging messages
   • [ ] I am adding a new telemetry message
   • [ ] I am adding new credentials
   • [ ] I am adding a new dependency

3. Please describe how your code solves the related issue.

   This makes all non-stored-proc code path covered