[file_utils] do not gobble certain kinds of requests.ConnectionError (#10235)

* do not gobble certain kinds of requests.ConnectionError

* Apply review comments
Co-authored-by: Lysandre <lysandre.debut@reseau.eseo.fr>

src/transformers/file_utils.py

@@ -1312,8 +1312,12 @@ def get_from_cache(
             # between the HEAD and the GET (unlikely, but hey).
             if 300 <= r.status_code <= 399:
                 url_to_download = r.headers["Location"]
+        except (requests.exceptions.SSLError, requests.exceptions.ProxyError):
+            # Actually raise for those subclasses of ConnectionError
+            raise
         except (requests.exceptions.ConnectionError, requests.exceptions.Timeout):
-            # etag is already None
+            # Otherwise, our Internet connection is down.
+            # etag is None
             pass
 
     filename = url_to_filename(url, etag)