[take 2] capture_dauphin_error returns PythonError
Summary: revert the revert
Test Plan: run dagit in examples - turn on a schedule let it run a few times, check runs page
Reviewers: #ft, schrockn
Reviewed By: #ft, schrockn
Subscribers: schrockn
Differential Revision: https://dagster.phacility.com/D1256