Describe the bug

Currently, proxy server prints Connection refused. Is the MCP server running? under two circumstances:

1. Error message contains Error POSTing to endpoint (HTTP 404) OR
2. Error message contains ECONNREFUSED.

The term "Connection Refused" usually means it could not make connections at all.
I think it makes sense to print the error message in case of ECONNREFUSED because that's how node defines it.

I don't think it makes sense to print that when the connection was successful but a 404 was returned by the server.

It took me some time to figure out why it kept saying "Connection Refused" when the server was clearly running.

See:

To Reproduce

Steps to reproduce the behavior:

1. Have a MCP running.
2. Open Inspector. Confirm it's accessible at /mcp.
3. Change endpoint to /mcp1.

Expected behavior

In case the server returns a 404, either print the error as-is or handle it differently if required.

Logs
If applicable, add logs to help explain your problem.

Additional context
Add any other context about the problem here.