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Describe the bug

When use a url like "/something" then start the connection,

It seems that underline lib cpprest does not allow empty host and throw the exception, but the exception does not return in the callback, instead, it terminates the program.

terminate called after throwing an instance of 'std::invalid_argument'
  what():  URI must contain a hostname.
Aborted

and this cannot be catched in anyway because the function hub_connection::start(std::function<void(std::exception_ptr)> callback) noexcept; is a noexcept function

https://docs.microsoft.com/en-us/cpp/cpp/noexcept-cpp?view=msvc-170

Mark a function as noexcept only if all the functions that it calls, either directly or indirectly, are also noexcept or const. The compiler doesn't necessarily check every code path for exceptions that might bubble up to a noexcept function. If an exception does exit the outer scope of a function marked noexcept, std::terminate is invoked immediately, and there's no guarantee that destructors of any in-scope objects will be invoked.

Expected Behavior

With the mark of noexcept in hub_connection::start() function, any exceptions that might occur are expected to be in the callback.

Otherwise, it should not be marked with noexcept and let user handle any exception that might come out from it.

Steps To Reproduce

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Exceptions (if any)

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.NET Version

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Anything else?

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