Move logic to interceptors

[ronag]

Once https://github.com/nodejs/undici/pull/2826 lands we can start moving some logic into interceptors in order to ensure we get similar logic for all api implementations:

• [ ] throwOnError as interceptor
• [ ] dump as interceptor
• [ ] signal handling as interceptor

[metcoder95]

Shall we mark them as good-first-issue? I believe that at least two of them (signaling and throwOnError) can be done easily

[ronag]

I don't think this needs to be semver major.

[stu01509]

Hi @ronag

I'm interested in this topic, can I pick this?

[mcollina]

go for it!