Draft: Show how error messages can be logged in GitLab Duo Chat

What does this MR do and why?

This is a very simple MR to show how we can log helpful error messages in Duo Chat.

I just added a few. I can add the rest if anyone thinks this is a good path.

MR acceptance checklist

Please evaluate this MR against the MR acceptance checklist. It helps you analyze changes to reduce risks in quality, performance, reliability, security, and maintainability.

Screenshots or screen recordings

We will be able to see these errors in Kibana as well.

How to set up and validate locally

Numbered steps to set up and validate the change are strongly suggested.