Improve API client connection failure feedback

[strideynet]

Closes #25535

This specifically covers cases where DialInBackground == false, which is the style we recommend in our docs to users consuming the API.

As the gRPC client retries connecting until a deadline is met, the error currently emitted is just "context deadline exceeded" which is completely devoid of the actual error that meant that it did not succeed. grpc.WithReturnConnectionError() means that the last error to occur is emitted.

This is not the perfect solution, in some cases, the last error to be emitted is still possibly going to be related to the connection being forced to close. But, it does mean that we will start showing /more/ of the underlying errors which will be helpful.

Before:

all connection methods failed
        
        failed to connect to addr noah.teleport.sh:443 with TLS Routing with ALPN connection upgrade dialer
                context deadline exceeded, 
        failed to connect to addr noah.teleport.sh:443 with TLS Routing dialer
                context deadline exceeded, 
        failed to connect to addr noah.teleport.sh:443 as a web proxy
                context deadline exceeded, 
        failed to connect to addr noah.teleport.sh:443 as a reverse tunnel proxy
                context deadline exceeded, 
        failed to connect to addr noah.teleport.sh:443 as an auth server
                context deadline exceeded
exit status 1

After:

all connection methods failed
        
        failed to connect to addr noah.teleport.sh:443 with TLS Routing dialer
                context deadline exceeded: connection error: desc = "transport: Error while dialing: failed to dial: ssh: handshake failed: ssh: unable to authenticate, attempted methods [none publickey], no supported methods remain, use of closed network connection", 
        failed to connect to addr noah.teleport.sh:443 with TLS Routing with ALPN connection upgrade dialer
                context deadline exceeded: connection error: desc = "transport: Error while dialing: failed to dial: ssh: handshake failed: ssh: unable to authenticate, attempted methods [none publickey], no supported methods remain, use of closed network connection", 
        failed to connect to addr noah.teleport.sh:443 as a reverse tunnel proxy
                context deadline exceeded: connection error: desc = "transport: Error while dialing: failed to dial: ssh: handshake failed: ssh: overflow reading version string, close tcp 192.168.1.156:58095->52.223.52.117:443: use of closed network connection", 
        failed to connect to addr noah.teleport.sh:443 as a web proxy
                context deadline exceeded: connection error: desc = "transport: Error while dialing: failed to dial: ssh: handshake failed: ssh: overflow reading version string, close tcp 192.168.1.156:58093->52.223.52.117:443: use of closed network connection", 
        failed to connect to addr noah.teleport.sh:443 as an auth server
                context deadline exceeded: connection error: desc = "transport: authentication handshake failed: tls: first record does not look like a TLS handshake"

[public-teleport-github-review-bot]

@strideynet See the table below for backport results.

Branch	Result
branch/v11	Failed
branch/v12	Create PR
branch/v13	Create PR