Adding (Better) Exception handling

Sometimes the OpenAI response has errors. These get lost and `null` is returned without knowing the cause.

Exceptions should be thrown when
- The OpenAI response returns an error
- The choices array returns no content

Start by tracing how OpenAI responses are handled and where a missing result becomes null. Verify behavior for an error response and for a response whose choices array has no content; done means both cases raise informative exceptions instead of returning null.

Written by the indexing model from the issue text.