Refactor SignalR Transports Errors

Error classes should go in https://github.com/dotnet/aspnetcore/blob/main/src/SignalR/clients/ts/signalr/src/Errors.ts

_Originally posted by @BrennanConroy in https://github.com/dotnet/aspnetcore/pull/34644#discussion_r677594494_

Extension of https://github.com/dotnet/aspnetcore/pull/34644