azurerm_express_route_gateway - Handle gateway connections not found error

[xuzhang3]

This PR is trying to fix a bug introduced by PR #16680. Create new ER Gateway will try to get the connections before creating it, service returns a 404 error if the Gateway does not exist.

=== RUN   TestAccExpressRouteGateway_basic
=== PAUSE TestAccExpressRouteGateway_basic
=== RUN   TestAccExpressRouteGateway_requiresImport
=== PAUSE TestAccExpressRouteGateway_requiresImport
=== RUN   TestAccExpressRouteGateway_update
=== PAUSE TestAccExpressRouteGateway_update
=== CONT  TestAccExpressRouteGateway_requiresImport
=== CONT  TestAccExpressRouteGateway_basic
=== CONT  TestAccExpressRouteGateway_update
--- PASS: TestAccExpressRouteGateway_requiresImport (3890.65s)
--- PASS: TestAccExpressRouteGateway_basic (4006.44s)
--- PASS: TestAccExpressRouteGateway_update (6184.30s)
PASS
PASS    github.com/hashicorp/terraform-provider-azurerm/internal/services/network       6186.389s

[mbfrahry]

LGTM!

[github-actions]

This functionality has been released in v3.7.0 of the Terraform Provider. Please see the Terraform documentation on provider versioning or reach out if you need any assistance upgrading.

For further feature requests or bug reports with this functionality, please create a new GitHub issue following the template. Thank you!

[github-actions]

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