Print exception raised in callbacks

## Problem

Any exception raised on callbacks (`on_connect`, `on_message`, etc) are not being printed in the console. This can cause issue when debugging. It looks like the messages are not being handled properly.

## Possible Solution
- print the exception with traceback

Start by tracing how the MQTT client invokes callbacks such as on_connect and on_message and how exceptions from them are currently handled. Confirm the behavior with a callback that raises an exception; done means the exception and its traceback are printed to the console.

Written by the indexing model from the issue text.