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ARROW-17079: [C++] Raise proper error message instead of error code for S3 errors (#14001)

Part 2 to bring our S3 error messages up to the same standard as the ones from boto3.

The error types are from https://github.com/aws/aws-sdk-cpp/blob/main/aws-cpp-sdk-s3/include/aws/s3/S3Errors.h#L16 -- unfortunately the AWS C++ doesn't seem to have a way to get the errors programmatically from the error codes so we had to hand code them.
The new error format is:

> When getting information for key 'test.csv' in bucket 'pcmoritz-test-bucket-arrow-errors': AWS Error **ACCESS_DENIED** during HeadObject operation: No response body.

The old format was:

> When getting information for key 'test.csv' in bucket 'pcmoritz-test-bucket-arrow-errors': AWS Error **[code 15]** during HeadObject operation: No response body.

Authored-by: Philipp Moritz <pcmoritz@gmail.com>
Signed-off-by: Philipp Moritz <pcmoritz@gmail.com>