Add error code extraction if errorMsg is empty.

[mzitnik]

Summary

Add error code extraction if errorMsg is empty.

Checklist

Delete items not relevant to your PR:

• Unit and integration tests covering the common scenarios were added
• A human-readable description of the changes was provided to include in CHANGELOG
• For significant changes, documentation in https://github.com/ClickHouse/clickhouse-docs was updated with further explanations or tutorials

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[Paultagoras]

Why not set the error message, rather than throw? Since it'll be thrown after anyway

[sonarqubecloud]

Quality Gate failed

Failed conditions
B Maintainability Rating on New Code (required ≥ A)

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