Need better errors for bad or outdated environment variable for Connect server URL

[juliasilge]

During our internal Connect server migration, we found that a lot of older content used an env var for server URL explicitly; these were, for example, ETL R Markdown docs that read or write to pins. When the Connect server migrated to a new URL, these pins could not be read or written with the content that had the old env var, even though there were redirects set up from the old URL to the new URL. The errors that folks saw did not help them very much.

This problem was solved by deleting all the server URL env vars on this older content, since now Connect can automatically provide the right server URL for pins.

Related to #763

cc @jspiewak @jforest