Add support for a throwing onStart closure in the AsyncHandleEventsSequence

[jdanthinne]

Description

This adds support for throwing an error on the first iteration of a sequence, with the onStart closure, propagating the error to the onFinish closure as well.

Checklist

• this PR is based on the main branch and is up-to-date, if not please rebase your branch on the top of main
• the commits inside this PR have explicit commit messages
• unit tests cover the new feature or the bug fix
• the feature is documented in the README.md if it makes sense
• the CHANGELOG is up-to-date