Update `ProtocolServer`'s exceptions to be more specific

[NivekT]

Within ProtocolServer inside dataloader2/communication/protocol.py, the exceptions being raised inside are generic Exception. Ideally, we should change the exceptions to be more specific, such that they can be handled easily elsewhere.

cc: @ejguan

[ejguan]

Yeah. This is going to be important for us to differentiate the source of Error from next(dp_iter) or Error related to Request/Response