Update exception types in proxy docstrings

Anton Joubertrequested to merge
docs-add-proxy-exceptions into develop

Note additional exception types that may be raised. This helps developers trying to catch the expected exceptions.

E.g. this issue https://www.tango-controls.org/community/forum/c/development/python/unsubscribe_event-exception/

This was not an exhaustive search - just added the obvious ones.

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