Confusing error message when Managed HSM name is wrong

### **This is autogenerated. Please review and update as needed.**

## Describe the bug

**Command Name**
`az keyvault role assignment list`

**Errors:**
```
: Failed to establish a new connection: [Errno 11001] getaddrinfo failed
```

## To Reproduce:
Steps to reproduce the behavior. Note that argument values have been redacted, as they may contain sensitive information.

- _Put any pre-requisite steps here..._
- `az keyvault role assignment list --hsm-name {}`

## Expected Behavior
When the HSM with the provided name does not exist, the above cryptic error message is shown, which is not very useful. 'getaddrinfo' failed means the DNS name . could not be found. Therefore the error message should say "The DNS name '.' was not found." instead of the above error message.

## Environment Summary
```
Windows-10-10.0.19041-SP0
Python 3.6.8
Installer: MSI

azure-cli 2.15.1 *

```
## Additional Context