Rename MongoEngineConnectionError to ConnectionFailure (#2111)

I originally changed the exception name from `ConnectionError` to
`MongoEngineConnectionError` in
b02904ee75,
inspired by landscape.io's package health report, which argued that
`ConnectionError` is already a built-in exception in Python 3 (which it is:
https://docs.python.org/3/library/exceptions.html#ConnectionError).

I do agree that we shouldn't override built-in exceptions. [0] That said, it’s
silly to add a "MongoEngine" prefix to any class within the `mongoengine`
module (and *especially* to *just one* exception class out of many). I've
decided to do what PyMongo does (
8855a510a8/pymongo/errors.py (L59))
and call this exception `ConnectionFailure`.

Note that this is a breaking change and people will need to rename
`MongoEngineConnectionError`s in their code to `ConnectionFailure`. Moreover,
if they use PyMongo's `ConnectionFailure` for anything, they'll need to take
    extra care to avoid conflicts, e.g. by using:
```
from mongoengine import ConnectionFailure as MongoEngineConnectionFailure
```

[0] Note that some popular packages still overwrite `ConnectionError`, e.g.
4983a9bde3/requests/exceptions.py (L32)
or
0be4d29206/redis/exceptions.py (L8)

docs/changelog.rst

@@ -6,6 +6,8 @@ Changelog
 Development
 ===========
 - (Fill this out as you fix issues and develop your features).
+- BREAKING CHANGE: Renamed `MongoEngineConnectionError` to `ConnectionFailure` #2111
+  - If you catch/use `MongoEngineConnectionError` in your code, you'll have to rename it.
 - BREAKING CHANGE: Positional arguments when instantiating a document are no longer supported. #2103
   - From now on keyword arguments (e.g. `Doc(field_name=value)`) are required.
 - The codebase is now formatted using `black`. #2109