Nicer error when the request produces 404

[humitos]

If the hoverxref request returns a 404, our tooltip only shows Loading... forever. We should catch that error and show a nicer message to the user.

This is easier to get when using intersphinx and the project is not hosted on Read the Docs. See https://github.com/readthedocs/sphinx-hoverxref/pull/86#pullrequestreview-667726819