Alerting: log errors happening in the API on server side (#43192) (#43205)

* Alerting: log errors happening in the API on server side

* adapt tests to reflect changed payload

(cherry picked from commit b605340668)

Co-authored-by: Jean-Philippe Quéméner <JohnnyQQQQ@users.noreply.github.com>

pkg/tests/api/alerting/api_admin_configuration_test.go

@@ -64,7 +64,7 @@ func TestAdminConfiguration_SendingToExternalAlertmanagers(t *testing.T) {
 		resp := getRequest(t, alertsURL, http.StatusNotFound) // nolint
 		b, err := ioutil.ReadAll(resp.Body)
 		require.NoError(t, err)
-		require.JSONEq(t, string(b), "{\"message\": \"no admin configuration available\"}")
+		require.JSONEq(t, string(b), "{\"message\": \"API error\",\"error\": \"no admin configuration available\"}")
 	}
 
 	// Now, lets re-set external Alertmanagers for main organisation.