better error reporting when a breakpoint cannot be set

I can see following with debugging https://github.com/TypeFox/leeway project with go vscode extension:

Bug there are better information on returned json response in body.error:

From DAP:

If the value is false, the attribute 'message' contains the error in short form and the 'body' may contain additional information (see 'ErrorResponse.body.error').

I don't think we ever log ErrorResponse.body.error. We should check other places where we handle error responses.