[HttpWebRequest] Add additional error types

[vishweshbankwar]

Fixes #
Design discussion issue #

Changes

Please provide a brief description of the changes here.

Merge requirement checklist

• CONTRIBUTING guidelines followed (nullable enabled, static analysis, etc.)
• Unit tests added/updated
• Appropriate CHANGELOG.md files updated for non-trivial changes
• Changes in public API reviewed (if applicable)

[codecov]

Codecov Report

Merging #5111 (d482a9b) into main (c48c014) will decrease coverage by 0.08%.
The diff coverage is 12.50%.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #5111      +/-   ##
==========================================
- Coverage   83.11%   83.04%   -0.08%     
==========================================
  Files         296      296              
  Lines       12314    12322       +8     
==========================================
- Hits        10235    10233       -2     
- Misses       2079     2089      +10     

Flag	Coverage Δ
unittests	83.04% <12.50%> (-0.08%)	⬇️

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Files	Coverage Δ
...plementation/HttpWebRequestActivitySource.netfx.cs	80.81% <12.50%> (-1.35%)	⬇️

... and 4 files with indirect coverage changes