Error objects should contain information about transport (e.g., HTTP response)

[bradjones1]

Is your feature request related to a problem? Please describe.

I am implementing the client in a project and would like to include information from the error response (e.g., a header containing a distributed trace ID) in my client-side error recovery.

Describe the solution you'd like

Error objects should include the response (e.g. in the case of HTTP transport) or other transport-appropriate equivalent.

Describe alternatives you've considered

I don't think there really is one?

Additional context

Similar to #101

[bradjones1]

LOL this is a duplicate of my own #306.