Fix writing exception message in output format in HTTP when http_wait_end_of_query is used

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• Bug Fix (user-visible misbehavior in an official stable release)

Changelog entry (a user-readable short description of the changes that goes to CHANGELOG.md):

Fix writing exception message in output format in HTTP when http_wait_end_of_query is used. Closes #55101

Documentation entry for user-facing changes

• Documentation is written (mandatory for new features)

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Check name	Description	Status
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