gh-134262: Catch both URLError and ConnectionError in retries #135365
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@StanFromIreland pointed to this failure https://github.com/python/cpython/actions/runs/15565936921/job/43829935370?pr=135355 where we fail downloading without useful debug information because we are only catching URLError. We should probably catch both URLError and ConnectionError for both of these retries so that we retry on all connection failures.