Add error handler callback

[TechnikEmpire]

We need a generic error handler callback. Ultimately we want users of the library to have complete control over the internet experience of their users. So, if SSL fails, for example, there should be a callback/handler just like the message begin/end functions where library users can handle it however they would like.

This should go for websocket handshake failures, parsing errors etc. Anywhere in the code where we abandon a connection due to an error, the user should get to handle this (optionally) in a callback.

Given that this handler could be called even for non-http messages (eg. Websockets), we should explore exposing a generic stream or something. Something to abstract away the protocol but give control over content still.