(follow-up issue) Add error messages to errors thrown by Zentao::Client

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The following discussion from !69602 (merged) should be addressed:

• @.luke started a discussion:

  Suggestion (not blocking)

  Let's make a follow-up issue to add messages to the 3 places where errors are thrown in this class, example:

  raise Gitlab::Zentao::Client::Error, 'invalid issue id'