[BYOM]: Display error messages in the UI (for OpenAI and more in general)

[LorenzoMinto]

Description

If a request fails we currently show a standardized message and it's not easy for the user to understand the issue, i.e. missing credits in API.

Steps to reproduce

1. Connect OpenAI API to Leo
2. Put faulty key
3. Make request

Actual result

General error message

Expected result

Error message with explanation

Channel information

• [ ] release (stable)
• [ ] beta
• [X] nightly