CI: Fix botocore Error
- [x] closes #34086

AWS Service Exceptions are not statically defined in boto3. Easiest to just catch a ClientError here.

Ref Docs:
https://boto3.amazonaws.com/v1/documentation/api/latest/guide/error-handling.html#parsing-error-responses-and-catching-exceptions-from-aws-services
Hello @alimcmaster1! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-05-09 11:48:53 UTC also need to catch in test_write_s3_parquet_fails https://github.com/pandas-dev/pandas/pull/34087/checks?check_run_id=658833815
Azure CI has run here^

Fixed up parquet test too and added boto docs on dynamic errors here

@jbrockmendel @jreback  thanks @alimcmaster1  for the quick response 