Add decompression error handling for failure responses

[adamdobos-seon]

Summary

Add decompression error handling for failure responses #363

Checklist

Delete items not relevant to your PR:

• Unit and integration tests covering the common scenarios were added
• A human-readable description of the changes was provided to include in CHANGELOG
• For significant changes, documentation in https://github.com/ClickHouse/clickhouse-docs was updated with further explanations or tutorials

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[slvrtrn]

Can you please sign the CLA?

[slvrtrn]

Closing this in favor of #366