Fix Mattermost integration

What does this MR do?

MM introduced started using a cookie in OAuth2 flow which broke our MM integration. This is the fix, and this also improves (a little) the error handling.

Are there points in the code the reviewer needs to double check?

Dunno

Why was this MR needed?

Screenshots (if relevant)

Does this MR meet the acceptance criteria?

• Changelog entry added, if necessary
• Documentation created/updated
• API support added
• Tests
  • Added for this feature/bug
  • All builds are passing
• Review
  • Has been reviewed by UX
  • Has been reviewed by Frontend
  • Has been reviewed by Backend
  • Has been reviewed by Database
• Conform by the merge request performance guides
• Conform by the style guides
• Branch has no merge conflicts with master (if it does - rebase it please)
• Squashed related commits together

What are the relevant issue numbers?

https://gitlab.com/gitlab-org/gitlab-ce/issues/31835