Improve the logging when handling a federation transaction (#3904)

Let's try to rationalise the logging that happens when we are processing an
incoming transaction, to make it easier to figure out what is going wrong when
they take ages. In particular:

- make everything start with a [room_id event_id] prefix
- make sure we log a warning when catching exceptions rather than just turning
  them into other, more cryptic, exceptions.

synapse/util/retryutils.py

@@ -188,7 +188,7 @@ class RetryDestinationLimiter(object):
             else:
                 self.retry_interval = self.min_retry_interval
 
-            logger.debug(
+            logger.info(
                 "Connection to %s was unsuccessful (%s(%s)); backoff now %i",
                 self.destination, exc_type, exc_val, self.retry_interval
             )