[Jdbc, Client] Error handling

## Description
- Review exception messages for missing information
- Review where logging
- Improve data transfer error handling. Add more information about stream state at failure.

Start by reviewing the JDBC and client exception messages, logging points, and data-transfer stream failure paths described in the issue. Trace how failures are currently reported and identify what stream state is available at each failure; done means the affected errors and logs include the missing context and data-transfer failures report useful stream information.

Written by the indexing model from the issue text.