Convert an integration test to unit test.

[iliakur]

What does this PR do?

Along the way also add optional kwarg to override the session attribute of RequestsWrapper.

Motivation

This test's flakiness wasn't worth the value it was delivering, i.e. testing
that the requests lib respects the timeout.

We've refocused the test on checking that we provide the timeout correctly to
requests and that we let the timeout error bubble up.

Additional Notes

Review checklist (to be filled by reviewers)

• Feature or bugfix MUST have appropriate tests (unit, integration, e2e)
• Changelog entries must be created for modifications to shipped code
• Add the qa/skip-qa label if the PR doesn't need to be tested during QA.
• If you need to backport this PR to another branch, you can add the backport/<branch-name> label to the PR and it will automatically open a backport PR once this one is merged

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 84.55%. Comparing base (9bf5113) to head (9ca8982).
Report is 2 commits behind head on master.

Additional details and impacted files

Flag	Coverage Δ
active_directory	72.72% <ø> (ø)
activemq	52.80% <ø> (ø)
activemq_xml	82.31% <ø> (ø)
amazon_msk	88.91% <ø> (ø)
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crio	89.79% <ø> (ø)
datadog_checks_base	88.97% <100.00%> (+0.29%)	⬆️
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datadog_checks_downloader	81.35% <ø> (+3.23%)	⬆️
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hudi	?
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pulsar	100.00% <ø> (ø)
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solr	56.25% <ø> (ø)
spark	93.87% <ø> (-0.28%)	⬇️
sqlserver	24.14% <ø> (ø)
squid	100.00% <ø> (ø)
ssh_check	91.66% <ø> (ø)
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system_core	92.66% <ø> (ø)
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wmi_check	97.50% <ø> (ø)
yarn	89.52% <ø> (ø)

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