We should give a better error message when a join-over-federation request is rejected by the remote server

This issue has been migrated from [#4858](https://github.com/matrix-org/synapse/issues/4858).

---

### Description

When trying to join #junta:junta.pl from matrix.org I get the following error:

```
Invalid signature for server matrix.org with key ed25519:auto: Unable to verify signature for matrix.org
```

### Steps to reproduce

- peek at #junta:junta.pl in Riot
- click to Join
- get error above
- complain to @erikjohnston

Possible dup of : #3387 #3294