Raise a more precise error when the URL is unreachable in streaming mode
{'login': 'severo', 'id': 1676121, 'node_id': 'MDQ6VXNlcjE2NzYxMjE=', 'avatar_url': 'https://avatars.githubusercontent.com/u/1676121?v=4', 'gravatar_id': '', 'url': 'https://api.github.com/users/severo', 'html_url': 'https://github.com/severo', 'followers_url': 'https://api.github.com/users/severo/followers', 'following_url': 'https://api.github.com/users/severo/following{/other_user}', 'gists_url': 'https://api.github.com/users/severo/gists{/gist_id}', 'starred_url': 'https://api.github.com/users/severo/starred{/owner}{/repo}', 'subscriptions_url': 'https://api.github.com/users/severo/subscriptions', 'organizations_url': 'https://api.github.com/users/severo/orgs', 'repos_url': 'https://api.github.com/users/severo/repos', 'events_url': 'https://api.github.com/users/severo/events{/privacy}', 'received_events_url': 'https://api.github.com/users/severo/received_events', 'type': 'User', 'site_admin': False}
[{'id': 1935892871, 'node_id': 'MDU6TGFiZWwxOTM1ODkyODcx', 'url': 'https://api.github.com/repos/huggingface/datasets/labels/enhancement', 'name': 'enhancement', 'color': 'a2eeef', 'default': True, 'description': 'New feature or request'}]
[]
See for example:

- https://github.com/huggingface/datasets/issues/3191
- https://github.com/huggingface/datasets/issues/3186

It would help provide clearer information on the Hub and help the dataset maintainer solve the issue by themselves quicker. Currently:

- https://huggingface.co/datasets/compguesswhat

  <img width="1029" alt="Capture d’écran 2022-09-08 à 15 51 37" src="https://user-images.githubusercontent.com/1676121/189139946-6deffb91-f21b-4281-8825-a98026c69740.png">

- https://huggingface.co/datasets/nli_tr

  <img width="1032" alt="Capture d’écran 2022-09-08 à 15 51 44" src="https://user-images.githubusercontent.com/1676121/189139963-d26490ed-ad23-48ea-9cfc-1ab9c4d08d0c.png">


cc @albertvillanova 
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