Exception chaining and wrapping improvements (#39320)

* Remove unnecessary exception re-wraps

* Preserve exception chains on re-raise

We slap "from cause" to almost all possible cases here. In some cases it
could conceivably be better to do "from None" if we really want to hide
the cause. However those should be in the minority, and "from cause"
should be an improvement over the corresponding raise without a "from"
in all cases anyway.

The only case where we raise from None here is in plex, where the
exception for an original invalid SSL cert is not the root cause for
failure to validate a newly fetched one.

Follow local convention on exception variable names if there is a
consistent one, otherwise `err` to match with majority of codebase.

* Fix mistaken re-wrap in homematicip_cloud/hap.py

Missed the difference between HmipConnectionError and
HmipcConnectionError.

* Do not hide original error on plex new cert validation error

Original is not the cause for the new one, but showing old in the
traceback is useful nevertheless.

homeassistant/scripts/check_config.py

@@ -45,7 +45,7 @@ def color(the_color, *args, reset=None):
             return parse_colors(the_color)
         return parse_colors(the_color) + " ".join(args) + escape_codes[reset or "reset"]
     except KeyError as k:
-        raise ValueError(f"Invalid color {k!s} in {the_color}")
+        raise ValueError(f"Invalid color {k!s} in {the_color}") from k
 
 
 def run(script_args: List) -> int: