[3.7] Fix exception causes in client.py (#4815) (#5074)

Backports the following commits to 3.7:
 - Fix exception causes in client.py (#4815)

Co-authored-by: Ram Rachum <[email protected]>

Author: aio-libs-github-bot[bot]

aiohttp/client.py

@@ -385,8 +385,8 @@ async def _request(
 
         try:
             url = URL(str_or_url)
-        except ValueError:
-            raise InvalidURL(str_or_url)
+        except ValueError as e:
+            raise InvalidURL(str_or_url) from e
 
         skip_headers = set(self._skip_auto_headers)
         if skip_auto_headers is not None:
@@ -396,8 +396,8 @@ async def _request(
         if proxy is not None:
             try:
                 proxy = URL(proxy)
-            except ValueError:
-                raise InvalidURL(proxy)
+            except ValueError as e:
+                raise InvalidURL(proxy) from e
 
         if timeout is sentinel:
             real_timeout = self._timeout  # type: ClientTimeout
@@ -570,8 +570,8 @@ async def _request(
                             parsed_url = URL(
                                 r_url, encoded=not self._requote_redirect_url)
 
-                        except ValueError:
-                            raise InvalidURL(r_url)
+                        except ValueError as e:
+                            raise InvalidURL(r_url) from e
 
                         scheme = parsed_url.scheme
                         if scheme not in ('http', 'https', ''):
@@ -801,7 +801,7 @@ async def _ws_connect(
                             resp.history,
                             message=exc.args[0],
                             status=resp.status,
-                            headers=resp.headers)
+                            headers=resp.headers) from exc
                 else:
                     compress = 0
                     notakeover = False