Improve visibility into auth failures for GraphQL and/or Duo Workflow

In https://gitlab.com/gitlab-com/request-for-help/-/issues/3274 we were seeing failures due to IP restrictions and they were not getting surfaced to the user clearly. We spent a long time looking at logs and only eventually noticed the IP restriction was failing.

Part of the challenge is that these looked like regular auth failures and also there was a red-herring with https://gitlab.com/gitlab-org/gitlab/-/issues/561395 .

This issue should focus on making it easier to diagnose problems quicker in future.