If a chunked response is truncated exactly before sending a new chunk
(that is, before the first byte of the chunk size), urllib3 throws
`InvalidChunkLength(got length b'\\n', 0 bytes read)`. This is
confusing as no chunk length was sent (a valid chunk length line would
also be \r\n-terminated and we didn't see those either).

If the chunk length is the empty string, send a different error message.

Co-authored-by: Ruben Laguna <ruben.laguna@gmail.com>