[FEA] Remove Parsing of C++ Exception String

[codereport]

Currently, in certain places in cuDF Python we parse the string messages returned from C++ std::exception::what. This should be removed and replaced by returning a more appropriate exception that Cython can automatically handle. If there is no "appropriate" exception, then a custom exception should be created and the Cython machinery should be written to handle it.

An example of this is the following:

        except RuntimeError as e:
            if "out of bounds" in str(e):
                raise IndexError(
                    f"index out of bounds for column of size {len(self)}"
                ) from e
            raise

where from the C++ code we could throw a std::out_of_range exception which would automatically be promoted to an IndexError.

This is a first step of the initial work detailed in #10200.

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[github-actions]

This issue has been labeled inactive-90d due to no recent activity in the past 90 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed.