Add missing HttpClient doc (#4746)

* Add missing HttpClient doc

* Apply suggestions from code review

Co-authored-by: Carlos Sanchez <[email protected]>

* Improve exceptions in old api based on the feedback

* Clarify the timeout exception

Co-authored-by: Jan Jahoda <[email protected]>
Co-authored-by: Carlos Sanchez <[email protected]>

Author: 3 people