Yield a more meaningful error message if an engine does not exist

[gbrgr]

I don't know whether this is doable via the SDK or whether it is a matter of backend-support, but when an engine/database does not exist, then calls to exec yield a 400 BadRequest. I guess this error message could be more meaningful to quickly catch typos.

[bradlo]

i believe the API does return a message with the error and the SDK should be passing this through, its a bug if it isnt.

[billscheidel-rai]

Note: This issue has been migrated to https://relationalai.atlassian.net/browse/RAI-6459.

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