[CT-2971] Write a test for connection failures in `dbt debug`

### Housekeeping

- [X] I am a maintainer of dbt-core

### Short description

Connection statuses were added to the list of failure statuses in https://github.com/dbt-labs/dbt-core/pull/8351, fixing the bug where `dbt debug` returned success (0 exit code) when the connection test failed.

However, this PR didn't contain a test for connection failures; the goal of this ticket is to create this test.

### Acceptance Criteria

- Codecov should not complain that this line doesn't have test coverage:
https://github.com/dbt-labs/dbt-core/pull/8351/files#diff-e6b4d7d3e818b6a57ae7a17ffe1b07a56e4b0b83ed0798a4f41a1beecfda9804R152
- When there is an invalid password, `dbt debug` should return a non-zero exit status
- There should be tests for invalid:
- host
- port
- dbname
- user
- pass
- Across all platforms (Windows, macOS, and Linux), an invalid password should have an understandable error message that describes what the problem is
- e.g., `FATAL: password authentication failed for user` in the log output (see [#9297](https://github.com/dbt-labs/dbt-core/issues/9297))
- see "Additional details" below

### Additional details

See https://github.com/dbt-labs/dbt-core/issues/9297#issuecomment-1872984587 for more details on the desired error message.

**TLDR**: there is currently a confusing error message for failed authentication in Windows:
```
utf-8' codec can't decode byte 0xe9 in position 103: invalid continuation byte
```

### Impact to Other Teams

N/A

### Will backports be required?

No