Add on_error settings for mysql2

[TonyCTHsu]

What does this PR do?

Add on_error settings for mysql2 instrumentation.

Motivation:

This proc provides the flexibility to handle exception that does not want to be reported.

For Datadog employees:

• If this PR touches code that signs or publishes builds or packages, or handles
  credentials of any kind, I've requested a review from @DataDog/security-design-and-guidance.
• This PR doesn't touch any of that.

[alai97]

Looks good, two suggestions!

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (0fa4a67) 98.23% compared to head (863c9ec) 98.23%.
Report is 4 commits behind head on master.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #3316      +/-   ##
==========================================
- Coverage   98.23%   98.23%   -0.01%     
==========================================
  Files        1253     1253              
  Lines       72766    72781      +15     
  Branches     3417     3417              
==========================================
+ Hits        71481    71495      +14     
- Misses       1285     1286       +1     

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

[alekgosk]

Wow, this is amazing @TonyCTHsu, thank you! This is exactly what we are looking for!

Question: do you think this is something we can also implement for the grape integration?

We have this issue currently where we catch all exceptions using rescue :all, yet they still appear in DataDog's Error Tracking which creates unnecessary noise, we described it here = #3253

[TonyCTHsu]

👋 @alekgosk , We are preparing our 2.0 release, which would include this PR #3370, which might help