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Improve logging for authentication via oAuth #2025

Description

@dima-altinity

Is your feature request related to a problem? Please describe.
Right now if user fails to authenticate via oAuth it receives this error

 Code: 516. DB::Exception: Invalid authentication: Token could not be verified. (AUTHENTICATION_FAILED), Stack trace (when copying this message, always include the lines below):

Reasons of failed authentication could be totally different ( oauth server is not available, incorrect token, wrong configuration of auth app, user is missing in CH, etc )

Describe the solution you'd like
It would be great to have different error messages that could give more info/context about whats wrong.
May be also add extended DEBUG logging which shows what exactly CH was doing

Additional context
Tested with Microsoft Entra ID

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