Improve exception messages in the connection module

[codecov[bot]]

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 66.82%. Comparing base (bb3dec7) to head (b95cf64).

Additional details and impacted files

```diff @@ Coverage Diff @@ ## dev #498 +/- ## ======================================= Coverage 66.82% 66.82% ======================================= Files 59 59 Lines 3361 3361 ======================================= Hits 2246 2246 Misses 1115 1115 ```

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