Better connection error handling in Project Setup Wizard

[mrvisscher]

Adds better exception handling in Project Setup Wizard in two ways:

1. Special handling for requests.exceptions.ConnectionError
2. All exceptions will restore the cursor

• closes AB hangs indefinitely when importing database without network connection #1408

@marc-vdm no fix needed for safe_link_fetch as there's already general exception handling in place there.

Checklist

• Keep pull requests small so they can be easily reviewed.
• Update the documentation
  • For in-code documentation, please follow the numpy style guide.
  • For user documentation, please update the wiki in
    ./activity_browser/docs/wiki
• Update tests.
• Link this PR to related issues by using closing keywords.

If you have write access (otherwise a maintainer will do this for you):

• Categorize the PR by setting a good title and adding one of the labels:
  bug, feature, ui, change, documentation, breaking, ci
  as they show up in the changelog.
• Add a milestone to the PR (and related issues, if any) for the intended release.
• Request a review from another developer.

[coveralls]

coverage: 54.185% (-0.03%) from 54.21%
when pulling 35bac21 on mrvisscher:request-exceptions
into 9ace464 on LCA-ActivityBrowser:main.