Fix ThriftClient initialization code

The ThriftClient constructor has a few issues:

• All errors need to be handled. The result of auth_provider_->WrapClientTransport() is ignored.
• Logic that can fail should be moved to an initialization method. Calling code would need to be updated.
• Failure conditions should be tested. Right now we don't have confidence in making the above changes.

This came up in the context of fixing IMPALA-1928, which had to be addressed in a minimal way since we don't have enough test coverage. See this review for some more context: http://gerrit.cloudera.org:8080/#/c/3093/