Better error handling on sidecar proxy errors

[mempirate]

Context

Currently proxy errors are not dealt with correctly and fail decoding:

2024-12-04T12:54:12.628341Z  WARN bolt_sidecar::api::builder: Proxy error, fetching local payload instead slot=3117871 elapsed=516.11571ms 
err=ReqwestError(reqwest::Error { kind: Decode, source: Error("EOF while parsing a value", line: 1, column: 0) })

This makes it hard to debug. In the case of an error, we should print the error string instead.