HttpServerConnection: Prefer error codes over Boost exceptions

HttpServerConnection: Prefer error codes over Boost exceptions

When run within a coroutine, exceptions on Windows may influence
bad behaviour here. Instead, we'll check for the error code
and extract the message from memory. In contrast to exceptions
which are stored on the stack frame and then return, this costs
a little more memory but simplifies the logic.

This doesn't fix the linked issue, but is related to the analysis.

refs #7431