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ARROW-17079: [C++] Improve error messages for AWS S3 calls (#13979)

First part of improving error messages from S3 operations. We include the operation that failed in the error message now. This makes it easier to debug problems (e.g. bucket permissions or other infrastructure hickups) because it allows to re-run the operation that failed with the AWS CLI for further diagnosing what is going wrong.

Example (changes in bold):

> 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>