Documented the new error handling functionality from python-http-client

[mptap]

Fixes #442

Checklist

• I have made a material change to the repo (functionality, testing, spelling, grammar)
• I have read the [Contribution Guide] and my PR follows them.
• I updated my branch with the master branch.
• I have added tests that prove my fix is effective or that my feature works
• I have added necessary documentation about the functionality in the appropriate .md file
• I have added in line documentation to the code I modified

Short description of what this PR does:

• Documented the new error handling functionality from python-http-client as per Document the new error handling functionality from python-http-client #442

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[SendGridDX]

All committers have signed the CLA.

[codecov-io]

Codecov Report

Merging #481 into master will not change coverage.
The diff coverage is n/a.

@@          Coverage Diff          @@
##           master   #481   +/-   ##
=====================================
  Coverage      83%    83%           
=====================================
  Files          30     30           
  Lines        1024   1024           
  Branches      160    160           
=====================================
  Hits          850    850           
  Misses         84     84           
  Partials       90     90

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[thinkingserious]

Hello @mptap,

Thanks again for the PR!

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