chore: Additional exception logging in ConnectionManager.Connect()

[tippmar-nr]

Adds some logging in the exception handling code in ConnectionManager.Connect() which will potentially help us diagnose unexpected exceptions that cause the agent to shutdown and determine if we can handle those specific exceptions in a less ham-fisted manner.

[chynesNR]

Very nice, this looks much cleaner

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 81.44%. Comparing base (9e77efa) to head (36bff28).

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2886      +/-   ##
==========================================
+ Coverage   81.43%   81.44%   +0.01%     
==========================================
  Files         465      465              
  Lines       29573    29561      -12     
  Branches     3275     3277       +2     
==========================================
- Hits        24082    24076       -6     
+ Misses       4693     4688       -5     
+ Partials      798      797       -1     

Flag	Coverage Δ
Agent	82.38% <100.00%> (+0.01%)	⬆️
Profiler	73.07% <ø> (ø)

Flags with carried forward coverage won't be shown. Click here to find out more.

Files with missing lines	Coverage Δ
...elic/Agent/Core/DataTransport/ConnectionManager.cs	80.95% <100.00%> (+1.24%)	⬆️

... and 1 file with indirect coverage changes