Expose the headers for failing requests

[joshka]

It took a lot of digging to work out exactly where to place a debug statement (as there's a bunch of ways that an API call can fail at. I needed the headers to help diagnose an auth failure (turns out I accidentally missed a required scope in a token and the "Missing scope" error was not specific enough to work out which one).

I'd like to suggest that when there's an error, the headers and status message are available in the error response somehow. I'm not sure exactly how this would work / whether it's possible, but it would be helpful for diagnosing failures like this.