Ref T13141. Currently, during first-time setup we don't surface all the details about connection exceptions that we could: the underlying exception is discarded inside cluster connection management.
This isn't a huge issue since the reason for connection problems is usually fairly obvious, but in at least one case (see T13141) we hit a less-than-obvious exception.
Instead, store the original exception and propagate the message up the stack so users have more information about the problem.
