[CT-2971] Write a test for connection failures in dbt debug

[aranke]

Housekeeping

• I am a maintainer of dbt-core

Short description

Connection statuses were added to the list of failure statuses in #8351, fixing the bug where dbt debug returned success (0 exit code) when the connection test failed.

However, this PR didn't contain a test for connection failures; the goal of this ticket is to create this test.

Acceptance Criteria

• Codecov should not complain that this line doesn't have test coverage:
  https://github.com/dbt-labs/dbt-core/pull/8351/files#diff-e6b4d7d3e818b6a57ae7a17ffe1b07a56e4b0b83ed0798a4f41a1beecfda9804R152
• When there is an invalid password, dbt debug should return a non-zero exit status
• There should be tests for invalid:
  • host
  • port
  • dbname
  • user
  • pass
• Across all platforms (Windows, macOS, and Linux), an invalid password should have an understandable error message that describes what the problem is
  • e.g., FATAL: password authentication failed for user in the log output (see #9297)
  • see "Additional details" below

Additional details

See #9297 (comment) for more details on the desired error message.

TLDR: there is currently a confusing error message for failed authentication in Windows:

utf-8' codec can't decode byte 0xe9 in position 103: invalid continuation byte

Impact to Other Teams

N/A

Will backports be required?

No