Show a meaningful error on CORS error

[koenvo]

When a request works in a regular python environment but not in the browser, often the problem are the lack of CORS headers/support, or blocked by a policy.

Make sure the end-user will get a meaningful error message which makes it easier to understand what's going wrong.

1. On request error try to determine if it's related to CORS (SO says it's not possible - https://stackoverflow.com/questions/19325314/how-to-detect-cross-origin-cors-error-vs-other-types-of-errors-for-xmlhttpreq)
2. Raise an exception with a pointer to a CORS tester like https://cors-test.codehappy.dev/
3. Try to give pointers on how to fix this, and more details about CORS - https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS

Related issue:

• CORS headers not set: Error with some module in pandas_datareader  #25
• CORS blocked by policy: requests not working in Firefox #22

[koenvo]

This looks interesting: http://allorigins.win/

Found at https://github.com/y-crdt/ypy#ypy-in-wasm-pyodide