Be more careful which errors we send back over the C-S API

We really shouldn't be sending all CodeMessageExceptions back over the C-S API;
it will include things like 401s which we shouldn't proxy.

That means that we need to explicitly turn a few HttpResponseExceptions into
SynapseErrors in the federation layer.

The effect of the latter is that the matrix errcode will get passed through
correctly to calling clients, which might help with some of the random
M_UNKNOWN errors when trying to join rooms.