Add bad_url e2e test (#7919)
Add bad_url e2e test (#7919)

* Add bad_url e2e test

* Fix style

* Use SSLError
DataDog/integrations-core,DataDog/integrations-core,DataDog/integrations-core,DataDog/integrations-core,DataDog/integrations-core,DataDog/integrations-core,DataDog/integrations-core,DataDog/integrations-core,DataDog/integrations-core,DataDog/integrations-core