Improve error message when subnet is not connected to router

When adding a VPN connection and the local subnet inside the endpoint group is not connected to
the corresponding OpenStack router, horizon throws an error message that the connection could not be created without any more insights about the error.

Performing the same action via the CLI shows a more detailed error message and informs the user that a subnet inside the local endpoint group is not connected to the router.

It would make sense to improve the error message inside horizon so debugging the error is made simpler.

CLI Command:

❯ openstack vpn ipsec site connection create \
--local-endpoint-group 0e25a0b5-e1be-41bc-814c-8d4e8df4407d \
--peer-endpoint-group a0809717-5e58-476b-8025-1009cd04b076 \
--peer-id 192.168.90.10 --peer-address 192.168.90.10 \
--psk secure --vpnservice cb0474ac-dc23-4770-9927-57e79cceac10 \
--ikepolicy efb8c28a-cf43-4be3-8a96-925dddcf490a \
--ipsecpolicy 1a5d163b-d180-42c0-9b8b-80130f88ec5c \
test-vpn

Subnet 4a58154a-935c-4ad4-abea-4a981d04575e is not connected to Router db490332-11c6-4871-b7ad-b47b3ac86506

Neutron server returns request_ids: ['req-cf708e70-d783-4739-89c4-01a563e35164']

Openstack Release: Wallaby