Improve error handling of subscriptions

[alejagapatrick]

@nivida That's it, thank you. 🤦‍♂️ Looks like I copied https endpoint and changed to wss, missing the /ws.

Is it the correct behavior for web3.eth.subscribe to not log an error when the provider is responding with 404 errors? If the callback for web3.eth.subscribe isn't the place to catch the 404, where would be the correct place?

Originally posted by @carterbrett in #2706 (comment)

[nivida]

Thanks for opening this issue!
No this isn't the correct behavior. I will add the socket error handling here.