Improved error logging for OAuth handlers

[philippjfr]

Some cleanup of the code and error handling for the various OAuth providers.

[codecov]

Codecov Report

Merging #1480 into master will decrease coverage by 0.03%.
The diff coverage is 10.81%.

@@            Coverage Diff             @@
##           master    #1480      +/-   ##
==========================================
- Coverage   86.07%   86.04%   -0.04%     
==========================================
  Files         139      139              
  Lines       15560    15567       +7     
==========================================
+ Hits        13394    13395       +1     
- Misses       2166     2172       +6     

Impacted Files	Coverage Δ
panel/auth.py	34.64% <8.33%> (-0.58%)	⬇️
panel/io/resources.py	92.06% <100.00%> (ø)

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