loki: add "url" to error messages and also log about connection errors #1486

Job	Run time
create-source-tarball	1m 48s
create-packages / almalinux-8	5m 46s
create-packages / debian-bookworm	6m 6s
create-packages / debian-testing	6m 26s
create-packages / fedora-39	6m 33s
create-packages / ubuntu-noble	9m 10s
	35m 49s

Provide feedback