diff --git a/changelog/7292.improvement.md b/changelog/7292.improvement.md
new file mode 100644
index 000000000000..b789979b8637
--- /dev/null
+++ b/changelog/7292.improvement.md
@@ -0,0 +1,12 @@
+Improve error handling and Sentry tracking:
+- Raise `MarkdownException` when training data in Markdown format cannot be read.
+- Raise `InvalidEntityFormatException` error instead of `json.JSONDecodeError` when entity format is in valid
+  in training data.
+- Gracefully handle empty sections in endpoint config files.
+- Introduce `ConnectionException` error and raise it when `TrackerStore` and `EventBroker`
+  cannot connect to 3rd party services, instead of raising exceptions from 3rd party libraries.
+- Improve `rasa.shared.utils.common.class_from_module_path` function by making sure it always returns a class.
+  The function currently raises a deprecation warning if it detects an anomaly.
+- Ignore `MemoryError` and `asyncio.CancelledError` in Sentry.
+- `rasa.shared.utils.validation.validate_training_data` now raises a `SchemaValidationError` when validation fails
+  (this error inherits `jsonschema.ValidationError`, ensuring backwards compatibility).
diff --git a/data/test_endpoints/example_endpoints.yml b/data/test_endpoints/example_endpoints.yml
index 436cd1a15344..5ca07a8dcab5 100644
--- a/data/test_endpoints/example_endpoints.yml
+++ b/data/test_endpoints/example_endpoints.yml
@@ -23,3 +23,4 @@ tracker_store:
   #db: rasa
   #user: username
   #password: password
+empty:
diff --git a/rasa/core/brokers/broker.py b/rasa/core/brokers/broker.py
index 01d5195e3a35..7a6dddccab43 100644
--- a/rasa/core/brokers/broker.py
+++ b/rasa/core/brokers/broker.py
@@ -5,6 +5,7 @@
 
 import rasa.shared.utils.common
 import rasa.shared.utils.io
+from rasa.shared.exceptions import ConnectionException
 from rasa.utils.endpoints import EndpointConfig
 
 logger = logging.getLogger(__name__)
@@ -22,7 +23,16 @@ async def create(
         if isinstance(obj, EventBroker):
             return obj
 
-        return await _create_from_endpoint_config(obj, loop)
+        import aio_pika.exceptions
+        import sqlalchemy.exc
+
+        try:
+            return await _create_from_endpoint_config(obj, loop)
+        except (
+            sqlalchemy.exc.OperationalError,
+            aio_pika.exceptions.AMQPConnectionError,
+        ) as error:
+            raise ConnectionException("Cannot connect to event broker.") from error
 
     @classmethod
     async def from_endpoint_config(
diff --git a/rasa/core/tracker_store.py b/rasa/core/tracker_store.py
index 879e2fa424ed..60ef27286ee2 100644
--- a/rasa/core/tracker_store.py
+++ b/rasa/core/tracker_store.py
@@ -21,7 +21,6 @@
 )
 
 from boto3.dynamodb.conditions import Key
-from botocore.exceptions import ClientError
 
 import rasa.core.utils as core_utils
 import rasa.shared.utils.cli
@@ -42,6 +41,7 @@
     DialogueStateTracker,
     EventVerbosity,
 )
+from rasa.shared.exceptions import ConnectionException
 from rasa.shared.nlu.constants import INTENT_NAME_KEY
 from rasa.utils.endpoints import EndpointConfig
 import sqlalchemy as sa
@@ -65,7 +65,7 @@
 
 
 class TrackerStore:
-    """Class to hold all of the TrackerStore classes"""
+    """Represents common behavior and interface for all `TrackerStore`s."""
 
     def __init__(
         self,
@@ -115,7 +115,18 @@ def create(
         if isinstance(obj, TrackerStore):
             return obj
 
-        return _create_from_endpoint_config(obj, domain, event_broker)
+        from botocore.exceptions import BotoCoreError
+        import pymongo.errors
+        import sqlalchemy.exc
+
+        try:
+            return _create_from_endpoint_config(obj, domain, event_broker)
+        except (
+            BotoCoreError,
+            pymongo.errors.ConnectionFailure,
+            sqlalchemy.exc.OperationalError,
+        ) as error:
+            raise ConnectionException("Cannot connect to tracker store.") from error
 
     def get_or_create_tracker(
         self,
@@ -407,7 +418,7 @@ def __init__(
     def get_or_create_table(
         self, table_name: Text
     ) -> "boto3.resources.factory.dynamodb.Table":
-        """Returns table or creates one if the table name is not in the table list"""
+        """Returns table or creates one if the table name is not in the table list."""
         import boto3
 
         dynamo = boto3.resource("dynamodb", region_name=self.region)
@@ -442,7 +453,9 @@ def get_or_create_table(
         return table
 
     def save(self, tracker):
-        """Saves the current conversation state"""
+        """Saves the current conversation state."""
+        from botocore.exceptions import ClientError
+
         if self.event_broker:
             self.stream_events(tracker)
         serialized = self.serialise_tracker(tracker)
@@ -475,7 +488,7 @@ def _retrieve_latest_session_date(self, sender_id: Text) -> Optional[int]:
         return dialogues[0].get("session_date")
 
     def serialise_tracker(self, tracker: "DialogueStateTracker") -> Dict:
-        """Serializes the tracker, returns object with decimal types"""
+        """Serializes the tracker, returns object with decimal types."""
         d = tracker.as_dialogue().as_dict()
         d.update(
             {"sender_id": tracker.sender_id,}
@@ -505,7 +518,7 @@ def retrieve(self, sender_id: Text) -> Optional[DialogueStateTracker]:
         )
 
     def keys(self) -> Iterable[Text]:
-        """Returns sender_ids of the DynamoTrackerStore"""
+        """Returns sender_ids of the `DynamoTrackerStore`."""
         return [
             i["sender_id"]
             for i in self.db.scan(ProjectionExpression="sender_id")["Items"]
@@ -513,8 +526,7 @@ def keys(self) -> Iterable[Text]:
 
 
 class MongoTrackerStore(TrackerStore):
-    """
-    Stores conversation history in Mongo
+    """Stores conversation history in Mongo.
 
     Property methods:
         conversations: returns the current conversation
@@ -552,11 +564,11 @@ def __init__(
 
     @property
     def conversations(self):
-        """Returns the current conversation"""
+        """Returns the current conversation."""
         return self.db[self.collection]
 
     def _ensure_indices(self):
-        """Create an index on the sender_id"""
+        """Create an index on the sender_id."""
         self.conversations.create_index("sender_id")
 
     @staticmethod
@@ -569,7 +581,7 @@ def _current_tracker_state_without_events(tracker: DialogueStateTracker) -> Dict
         return state
 
     def save(self, tracker, timeout=None):
-        """Saves the current conversation state"""
+        """Saves the current conversation state."""
         if self.event_broker:
             self.stream_events(tracker)
 
@@ -684,7 +696,7 @@ def retrieve_full_tracker(
         )
 
     def keys(self) -> Iterable[Text]:
-        """Returns sender_ids of the Mongo Tracker Store"""
+        """Returns sender_ids of the Mongo Tracker Store."""
         return [c["sender_id"] for c in self.conversations.find()]
 
 
diff --git a/rasa/shared/exceptions.py b/rasa/shared/exceptions.py
index 8a2eb43e3c48..f01164a5c77a 100644
--- a/rasa/shared/exceptions.py
+++ b/rasa/shared/exceptions.py
@@ -1,8 +1,15 @@
+import json
 from typing import Optional, Text
 
+import jsonschema
+
 
 class RasaException(Exception):
-    """Base exception class for all errors raised by Rasa Open Source."""
+    """Base exception class for all errors raised by Rasa Open Source.
+
+    These exceptions results from invalid use cases and will be reported
+    to the users, but will be ignored in telemetry.
+    """
 
 
 class RasaCoreException(RasaException):
@@ -17,6 +24,10 @@ class InvalidParameterException(RasaException, ValueError):
     """Raised when an invalid parameter is used."""
 
 
+class MarkdownException(RasaException, ValueError):
+    """Raised if there is an error reading Markdown."""
+
+
 class YamlException(RasaException):
     """Raised if there is an error reading yaml."""
 
@@ -77,3 +88,26 @@ class InvalidConfigException(ValueError, RasaException):
 
 class UnsupportedFeatureException(RasaCoreException):
     """Raised if a requested feature is not supported."""
+
+
+class SchemaValidationError(RasaException, jsonschema.ValidationError):
+    """Raised if schema validation via `jsonschema` failed."""
+
+
+class InvalidEntityFormatException(RasaException, json.JSONDecodeError):
+    """Raised if the format of an entity is invalid."""
+
+    @classmethod
+    def create_from(
+        cls, other: json.JSONDecodeError, msg: Text
+    ) -> "InvalidEntityFormatException":
+        """Create an instance of `InvalidEntityFormatException` from a `JSONDecodeError`."""
+        return cls(msg, other.doc, other.pos)
+
+
+class ConnectionException(RasaException):
+    """Raised when a connection to a 3rd party service fails.
+
+    It's used by our broker and tracker store classes, when
+    they can't connect to services like postgres, dynamoDB, mongo.
+    """
diff --git a/rasa/shared/nlu/training_data/entities_parser.py b/rasa/shared/nlu/training_data/entities_parser.py
index e2916cee54ee..fcff405234ae 100644
--- a/rasa/shared/nlu/training_data/entities_parser.py
+++ b/rasa/shared/nlu/training_data/entities_parser.py
@@ -4,6 +4,7 @@
 
 import rasa.shared.nlu.training_data.util
 from rasa.shared.constants import DOCS_URL_TRAINING_DATA_NLU
+from rasa.shared.exceptions import InvalidEntityFormatException
 from rasa.shared.nlu.constants import (
     ENTITY_ATTRIBUTE_VALUE,
     ENTITY_ATTRIBUTE_TYPE,
@@ -11,7 +12,7 @@
     ENTITY_ATTRIBUTE_ROLE,
 )
 from rasa.shared.nlu.training_data.message import Message
-import rasa.shared.utils.io
+
 
 GROUP_ENTITY_VALUE = "value"
 GROUP_ENTITY_TYPE = "entity"
@@ -127,8 +128,8 @@ def get_validated_dict(json_str: Text) -> Dict[Text, Text]:
         json_str: The entity dict as string without "{}".
 
     Raises:
-        ValidationError if validation of entity dict fails.
-        JSONDecodeError if provided entity dict is not valid json.
+        SchemaValidationError if validation of parsed entity fails.
+        InvalidEntityFormatException if provided entity is not valid json.
 
     Returns:
         Deserialized and validated `json_str`.
@@ -141,12 +142,11 @@ def get_validated_dict(json_str: Text) -> Dict[Text, Text]:
     try:
         data = json.loads(f"{{{json_str}}}")
     except JSONDecodeError as e:
-        rasa.shared.utils.io.raise_warning(
-            f"Incorrect training data format ('{{{json_str}}}'). Make sure your "
-            f"data is valid.",
-            docs=DOCS_URL_TRAINING_DATA_NLU,
-        )
-        raise e
+        raise InvalidEntityFormatException.create_from(
+            e,
+            f"Incorrect training data format ('{{{json_str}}}'). "
+            f"More info at {DOCS_URL_TRAINING_DATA_NLU}",
+        ) from e
 
     validation_utils.validate_training_data(data, schema.entity_dict_schema())
 
diff --git a/rasa/shared/nlu/training_data/formats/markdown.py b/rasa/shared/nlu/training_data/formats/markdown.py
index 195202586cf7..3b95259a91f6 100644
--- a/rasa/shared/nlu/training_data/formats/markdown.py
+++ b/rasa/shared/nlu/training_data/formats/markdown.py
@@ -9,6 +9,7 @@
     LEGACY_DOCS_BASE_URL,
     DOCS_URL_MIGRATION_GUIDE_MD_DEPRECATION,
 )
+from rasa.shared.exceptions import MarkdownException
 from rasa.shared.nlu.constants import TEXT
 from rasa.shared.nlu.training_data.formats.readerwriter import (
     TrainingDataReader,
@@ -135,47 +136,10 @@ def _parse_item(self, line: Text) -> None:
                     self.current_title, item, self.lookup_tables
                 )
 
-    @staticmethod
-    def _get_validated_dict(json_str: Text) -> Dict[Text, Text]:
-        """Converts the provided json_str to a valid dict containing the entity
-        attributes.
-
-        Users can specify entity roles, synonyms, groups for an entity in a dict, e.g.
-        [LA]{"entity": "city", "role": "to", "value": "Los Angeles"}
-
-        Args:
-            json_str: the entity dict as string without "{}"
-
-        Raises:
-            ValidationError if validation of entity dict fails.
-            JSONDecodeError if provided entity dict is not valid json.
-
-        Returns:
-            a proper python dict
-        """
-        import json
-        import rasa.shared.utils.validation as validation_utils
-        import rasa.shared.nlu.training_data.schemas.data_schema as schema
-
-        # add {} as they are not part of the regex
-        try:
-            data = json.loads(f"{{{json_str}}}")
-        except JSONDecodeError as e:
-            rasa.shared.utils.io.raise_warning(
-                f"Incorrect training data format ('{{{json_str}}}'), make sure your "
-                f"data is valid. For more information about the format visit "
-                f"{LEGACY_DOCS_BASE_URL}/nlu/training-data-format/."
-            )
-            raise e
-
-        validation_utils.validate_training_data(data, schema.entity_dict_schema())
-
-        return data
-
     def _set_current_section(self, section: Text, title: Text) -> None:
         """Update parsing mode."""
         if section not in AVAILABLE_SECTIONS:
-            raise ValueError(
+            raise MarkdownException(
                 "Found markdown section '{}' which is not "
                 "in the allowed sections '{}'."
                 "".format(section, "', '".join(AVAILABLE_SECTIONS))
diff --git a/rasa/shared/utils/common.py b/rasa/shared/utils/common.py
index 21ae589d3053..f451811de2b9 100644
--- a/rasa/shared/utils/common.py
+++ b/rasa/shared/utils/common.py
@@ -5,6 +5,10 @@
 import logging
 from typing import Text, Dict, Optional, Any, List, Callable, Collection
 
+import rasa.shared.utils.io
+from rasa.shared.constants import NEXT_MAJOR_VERSION_FOR_DEPRECATIONS
+
+
 logger = logging.getLogger(__name__)
 
 
@@ -13,24 +17,42 @@ def class_from_module_path(
 ) -> Any:
     """Given the module name and path of a class, tries to retrieve the class.
 
-    The loaded class can be used to instantiate new objects."""
-    # load the module, will raise ImportError if module cannot be loaded
+    The loaded class can be used to instantiate new objects.
+
+    Args:
+        module_path: either an absolute path to a Python class,
+                     or the name of the class in the local / global scope.
+        lookup_path: a path where to load the class from, if it cannot
+                     be found in the local / global scope.
+
+    Returns:
+        a Python class
+
+    Raises:
+        ImportError, in case the Python class cannot be found.
+    """
+    klass = None
     if "." in module_path:
         module_name, _, class_name = module_path.rpartition(".")
         m = importlib.import_module(module_name)
-        # get the class, will raise AttributeError if class cannot be found
-        return getattr(m, class_name)
-    else:
-        module = globals().get(module_path, locals().get(module_path))
-        if module is not None:
-            return module
-
-        if lookup_path:
-            # last resort: try to import the class from the lookup path
-            m = importlib.import_module(lookup_path)
-            return getattr(m, module_path)
-        else:
-            raise ImportError(f"Cannot retrieve class from path {module_path}.")
+        klass = getattr(m, class_name, None)
+    elif lookup_path:
+        # try to import the class from the lookup path
+        m = importlib.import_module(lookup_path)
+        klass = getattr(m, module_path, None)
+
+    if klass is None:
+        raise ImportError(f"Cannot retrieve class from path {module_path}.")
+
+    if not inspect.isclass(klass):
+        rasa.shared.utils.io.raise_deprecation_warning(
+            f"`class_from_module_path()` is expected to return a class, "
+            f"but {module_path} is not one. "
+            f"This warning will be converted "
+            f"into an exception in {NEXT_MAJOR_VERSION_FOR_DEPRECATIONS}."
+        )
+
+    return klass
 
 
 def all_subclasses(cls: Any) -> List[Any]:
diff --git a/rasa/shared/utils/validation.py b/rasa/shared/utils/validation.py
index 2c35ae5e703e..b5e52b4fbb9d 100644
--- a/rasa/shared/utils/validation.py
+++ b/rasa/shared/utils/validation.py
@@ -9,7 +9,11 @@
 from ruamel.yaml.constructor import DuplicateKeyError
 
 import rasa.shared
-from rasa.shared.exceptions import YamlException, YamlSyntaxException
+from rasa.shared.exceptions import (
+    YamlException,
+    YamlSyntaxException,
+    SchemaValidationError,
+)
 import rasa.shared.utils.io
 from rasa.shared.constants import (
     DOCS_URL_TRAINING_DATA,
@@ -176,7 +180,7 @@ def validate_training_data(json_data: Dict[Text, Any], schema: Dict[Text, Any])
         schema: the schema
 
     Raises:
-        ValidationError if validation fails.
+        SchemaValidationError if validation fails.
     """
     from jsonschema import validate
     from jsonschema import ValidationError
@@ -189,7 +193,7 @@ def validate_training_data(json_data: Dict[Text, Any], schema: Dict[Text, Any])
             f"is valid. For more information about the format visit "
             f"{DOCS_URL_TRAINING_DATA}."
         )
-        raise e
+        raise SchemaValidationError.create_from(e) from e
 
 
 def validate_training_data_format_version(
diff --git a/rasa/telemetry.py b/rasa/telemetry.py
index 1983c6c957df..06bcba98488a 100644
--- a/rasa/telemetry.py
+++ b/rasa/telemetry.py
@@ -631,7 +631,15 @@ def initialize_error_reporting() -> None:
         ],
         send_default_pii=False,  # activate PII filter
         server_name=telemetry_id or "UNKNOWN",
-        ignore_errors=[KeyboardInterrupt, RasaException, NotImplementedError],
+        ignore_errors=[
+            # std lib errors
+            KeyboardInterrupt,  # user hit the interrupt key (Ctrl+C)
+            MemoryError,  # machine is running out of memory
+            NotImplementedError,  # user is using a feature that is not implemented
+            asyncio.CancelledError,  # an async operation has been cancelled by the user
+            # expected Rasa errors
+            RasaException,
+        ],
         in_app_include=["rasa"],  # only submit errors in this package
         with_locals=False,  # don't submit local variables
         release=f"rasa-{rasa.__version__}",
diff --git a/rasa/utils/endpoints.py b/rasa/utils/endpoints.py
index e86e351ec170..5c6b049c49fd 100644
--- a/rasa/utils/endpoints.py
+++ b/rasa/utils/endpoints.py
@@ -25,10 +25,10 @@ def read_endpoint_config(
     try:
         content = rasa.shared.utils.io.read_config_file(filename)
 
-        if endpoint_type in content:
-            return EndpointConfig.from_dict(content[endpoint_type])
-        else:
+        if content.get(endpoint_type) is None:
             return None
+
+        return EndpointConfig.from_dict(content[endpoint_type])
     except FileNotFoundError:
         logger.error(
             "Failed to read endpoint configuration "
diff --git a/tests/core/test_broker.py b/tests/core/test_broker.py
index 5996386195f2..5bab4cbebb71 100644
--- a/tests/core/test_broker.py
+++ b/tests/core/test_broker.py
@@ -2,12 +2,12 @@
 import logging
 import textwrap
 from asyncio.events import AbstractEventLoop
+from pathlib import Path
+from typing import Union, Text, List, Optional, Type, Dict, Any
 
+import aio_pika.exceptions
 import kafka
 import pytest
-
-from pathlib import Path
-from typing import Union, Text, List, Optional, Type, Dict, Any
 from _pytest.logging import LogCaptureFixture
 from _pytest.monkeypatch import MonkeyPatch
 
@@ -22,6 +22,7 @@
 from rasa.core.brokers.pika import PikaEventBroker, DEFAULT_QUEUE_NAME
 from rasa.core.brokers.sql import SQLEventBroker
 from rasa.shared.core.events import Event, Restarted, SlotSet, UserUttered
+from rasa.shared.exceptions import ConnectionException
 from rasa.utils.endpoints import EndpointConfig, read_endpoint_config
 
 TEST_EVENTS = [
@@ -190,14 +191,15 @@ async def test_file_broker_properly_logs_newlines(tmp_path: Path):
     assert recovered == [event_with_newline]
 
 
-def test_load_custom_broker_name(tmp_path: Path):
+async def test_load_custom_broker_name(tmp_path: Path):
     config = EndpointConfig(
         **{
             "type": "rasa.core.brokers.file.FileEventBroker",
             "path": str(tmp_path / "rasa_event.log"),
         }
     )
-    assert EventBroker.create(config)
+    broker = await EventBroker.create(config)
+    assert broker
 
 
 class CustomEventBrokerWithoutAsync(EventBroker):
@@ -301,3 +303,40 @@ def test_warning_if_unsupported_ssl_env_variables(monkeypatch: MonkeyPatch):
 
     with pytest.warns(UserWarning):
         pika._create_rabbitmq_ssl_options()
+
+
+async def test_pika_connection_error(monkeypatch: MonkeyPatch):
+    # patch PikaEventBroker to raise an AMQP connection error
+    async def connect(self) -> None:
+        raise aio_pika.exceptions.ProbableAuthenticationError("Oups")
+
+    monkeypatch.setattr(PikaEventBroker, "connect", connect)
+    cfg = EndpointConfig.from_dict(
+        {
+            "type": "pika",
+            "url": "localhost",
+            "username": "username",
+            "password": "password",
+            "queues": ["queue-1"],
+            "connection_attempts": 1,
+            "retry_delay_in_seconds": 0,
+        }
+    )
+    with pytest.raises(ConnectionException):
+        await EventBroker.create(cfg)
+
+
+async def test_sql_connection_error(monkeypatch: MonkeyPatch):
+    cfg = EndpointConfig.from_dict(
+        {
+            "type": "sql",
+            "dialect": "postgresql",
+            "url": "0.0.0.0",
+            "port": 42,
+            "db": "boom",
+            "username": "user",
+            "password": "pw",
+        }
+    )
+    with pytest.raises(ConnectionException):
+        await EventBroker.create(cfg)
diff --git a/tests/core/test_tracker_stores.py b/tests/core/test_tracker_stores.py
index 7a5bf58e73f7..a59d2aa0931c 100644
--- a/tests/core/test_tracker_stores.py
+++ b/tests/core/test_tracker_stores.py
@@ -31,6 +31,7 @@
     BotUttered,
     Event,
 )
+from rasa.shared.exceptions import ConnectionException
 from rasa.core.tracker_store import (
     TrackerStore,
     InMemoryTrackerStore,
@@ -896,3 +897,13 @@ def test_current_state_without_events(default_domain: Domain):
 def test_login_db_with_no_postgresql(tmp_path: Path):
     with pytest.warns(UserWarning):
         SQLTrackerStore(db=str(tmp_path / "rasa.db"), login_db="other")
+
+
+@pytest.mark.parametrize(
+    "config", [{"type": "mongod", "url": "mongodb://0.0.0.0:42",}, {"type": "dynamo",}],
+)
+def test_tracker_store_connection_error(config: Dict, default_domain: Domain):
+    store = EndpointConfig.from_dict(config)
+
+    with pytest.raises(ConnectionException):
+        TrackerStore.create(store, default_domain)
diff --git a/tests/shared/nlu/training_data/formats/test_markdown.py b/tests/shared/nlu/training_data/formats/test_markdown.py
index 582a16bf5438..ae2a7774e643 100644
--- a/tests/shared/nlu/training_data/formats/test_markdown.py
+++ b/tests/shared/nlu/training_data/formats/test_markdown.py
@@ -2,13 +2,14 @@
 
 import pytest
 
+from rasa.shared.exceptions import MarkdownException
+from rasa.shared.nlu.training_data.formats import RasaReader
+from rasa.shared.nlu.training_data.formats import MarkdownReader, MarkdownWriter
 from rasa.shared.nlu.training_data.loading import load_data
 from rasa.nlu.extractors.crf_entity_extractor import CRFEntityExtractor
 from rasa.nlu.extractors.duckling_entity_extractor import DucklingEntityExtractor
 from rasa.nlu.extractors.mitie_entity_extractor import MitieEntityExtractor
 from rasa.nlu.extractors.spacy_entity_extractor import SpacyEntityExtractor
-from rasa.shared.nlu.training_data.formats import RasaReader
-from rasa.shared.nlu.training_data.formats import MarkdownReader, MarkdownWriter
 
 
 @pytest.mark.parametrize(
@@ -75,7 +76,7 @@ def test_markdown_empty_section():
 
 
 def test_markdown_not_existing_section():
-    with pytest.raises(ValueError):
+    with pytest.raises(MarkdownException):
         load_data("data/test/markdown_single_sections/not_existing_section.md")
 
 
diff --git a/tests/shared/nlu/training_data/test_entities_parser.py b/tests/shared/nlu/training_data/test_entities_parser.py
index c4df476b0a56..6499c132aa20 100644
--- a/tests/shared/nlu/training_data/test_entities_parser.py
+++ b/tests/shared/nlu/training_data/test_entities_parser.py
@@ -3,6 +3,7 @@
 import pytest
 
 import rasa.shared.nlu.training_data.entities_parser as entities_parser
+from rasa.shared.exceptions import InvalidEntityFormatException, SchemaValidationError
 from rasa.shared.nlu.constants import TEXT
 
 
@@ -137,3 +138,19 @@ def test_parse_training_example_with_entities():
     assert message.get("entities") == [
         {"start": 10, "end": 16, "value": "Berlin", "entity": "city"}
     ]
+
+
+def test_markdown_entity_regex_error_handling_not_json():
+    with pytest.raises(InvalidEntityFormatException):
+        entities_parser.find_entities_in_training_example(
+            # JSON syntax error: missing closing " for `role`
+            'I want to fly from [Berlin]{"entity": "city", "role: "from"}'
+        )
+
+
+def test_markdown_entity_regex_error_handling_wrong_schema():
+    with pytest.raises(SchemaValidationError):
+        entities_parser.find_entities_in_training_example(
+            # Schema error: "entiti" instead of "entity"
+            'I want to fly from [Berlin]{"entiti": "city", "role": "from"}'
+        )
diff --git a/tests/shared/utils/test_common.py b/tests/shared/utils/test_common.py
index fac28ab71b3f..ba9e5df8575d 100644
--- a/tests/shared/utils/test_common.py
+++ b/tests/shared/utils/test_common.py
@@ -1,9 +1,11 @@
 import asyncio
-from typing import Collection, List, Text
+from typing import Any, Collection, List, Optional, Text
 from unittest.mock import Mock
 
 import pytest
+from _pytest.recwarn import WarningsRecorder
 
+import rasa.shared.core.domain
 import rasa.shared.utils.common
 
 
@@ -140,3 +142,50 @@ async def my_function():
             await asyncio.sleep(0)
 
         await my_function()
+
+
+@pytest.mark.parametrize(
+    "module_path, lookup_path, outcome",
+    [
+        ("rasa.shared.core.domain.Domain", None, "Domain"),
+        # lookup_path
+        ("Event", "rasa.shared.core.events", "Event"),
+    ],
+)
+def test_class_from_module_path(
+    module_path: Text, lookup_path: Optional[Text], outcome: Text
+):
+    klass = rasa.shared.utils.common.class_from_module_path(module_path, lookup_path)
+    assert isinstance(klass, object)
+    assert klass.__name__ == outcome
+
+
+@pytest.mark.parametrize(
+    "module_path, lookup_path",
+    [
+        ("rasa.shared.core.domain.FunkyDomain", None),
+        ("FunkyDomain", None),
+        ("FunkyDomain", "rasa.shared.core.domain"),
+    ],
+)
+def test_class_from_module_path_not_found(
+    module_path: Text, lookup_path: Optional[Text]
+):
+    with pytest.raises(ImportError):
+        rasa.shared.utils.common.class_from_module_path(module_path, lookup_path)
+
+
+@pytest.mark.parametrize(
+    "module_path, result, outcome",
+    [
+        ("rasa.shared.core.domain.Domain", rasa.shared.core.domain.Domain, True),
+        ("rasa.shared.core.domain.logger", rasa.shared.core.domain.logger, False),
+    ],
+)
+def test_class_from_module_path_ensure_class(
+    module_path: Text, outcome: bool, result: Any, recwarn: WarningsRecorder
+):
+    klass = rasa.shared.utils.common.class_from_module_path(module_path)
+    assert klass is result
+
+    assert bool(len(recwarn)) is not outcome
diff --git a/tests/shared/utils/test_validation.py b/tests/shared/utils/test_validation.py
index 543b4cb2daca..89cf95996af7 100644
--- a/tests/shared/utils/test_validation.py
+++ b/tests/shared/utils/test_validation.py
@@ -1,9 +1,8 @@
 import pytest
 
-from jsonschema import ValidationError
 from pep440_version_utils import Version
 
-from rasa.shared.exceptions import YamlException
+from rasa.shared.exceptions import YamlException, SchemaValidationError
 import rasa.shared.utils.io
 import rasa.shared.utils.validation as validation_utils
 import rasa.utils.io as io_utils
@@ -71,7 +70,7 @@ def test_example_training_data_is_valid():
     ],
 )
 def test_validate_training_data_is_throwing_exceptions(invalid_data):
-    with pytest.raises(ValidationError):
+    with pytest.raises(SchemaValidationError):
         validation_utils.validate_training_data(
             invalid_data, schema.rasa_nlu_data_schema()
         )
@@ -123,7 +122,7 @@ def test_url_data_format():
     ],
 )
 def test_validate_entity_dict_is_throwing_exceptions(invalid_data):
-    with pytest.raises(ValidationError):
+    with pytest.raises(SchemaValidationError):
         validation_utils.validate_training_data(
             invalid_data, schema.entity_dict_schema()
         )
diff --git a/tests/utils/test_endpoints.py b/tests/utils/test_endpoints.py
index 8fde713699f3..9dee2455d856 100644
--- a/tests/utils/test_endpoints.py
+++ b/tests/utils/test_endpoints.py
@@ -1,9 +1,11 @@
 import logging
+from typing import Text
 
 import pytest
 from aioresponses import aioresponses
 
 from tests.utilities import latest_request, json_of_latest_request
+from tests.core.conftest import DEFAULT_ENDPOINTS_FILE
 import rasa.utils.endpoints as endpoint_utils
 
 
@@ -120,3 +122,25 @@ async def test_request_non_json_response():
         response = await endpoint.request("post", subpath="test")
 
         assert not response
+
+
+@pytest.mark.parametrize(
+    "filename, endpoint_type", [(DEFAULT_ENDPOINTS_FILE, "tracker_store"),],
+)
+def test_read_endpoint_config(filename: Text, endpoint_type: Text):
+    conf = endpoint_utils.read_endpoint_config(filename, endpoint_type)
+    assert isinstance(conf, endpoint_utils.EndpointConfig)
+
+
+@pytest.mark.parametrize(
+    "filename, endpoint_type",
+    [
+        ("", "tracker_store"),
+        (DEFAULT_ENDPOINTS_FILE, "stuff"),
+        (DEFAULT_ENDPOINTS_FILE, "empty"),
+        ("/unknown/path.yml", "tracker_store"),
+    ],
+)
+def test_read_endpoint_config_not_found(filename: Text, endpoint_type: Text):
+    conf = endpoint_utils.read_endpoint_config(filename, endpoint_type)
+    assert conf is None