Update Sentry reporting further

*This issue was originally created by [**@S7evinK**](https://github.com/S7evinK) at .*

https://github.com/matrix-org/dendrite/pull/3305 made reporting errors a bit better, but there are still places in the code where we `CaptureException` in go routines, possibly still sending garbage to Sentry.
For reference: https://docs.sentry.io/platforms/go/usage/concurrency/

It may also make sense to check if we even should report said errors to sentry, as e.g. we should always be able `json.Unmarshal` things we sent to JetStream ourselves.