Resolve "GetMongoConnection() doens't return error in failure state"

Extend GetMongoConnection() return an error if one occured.

Description

Add proper error handling for each call of GetMongoConnection()

Related Issue

#332

Motivation and Context

Not handling the error can result in an segmentation fault

How Has This Been Tested?

Screenshots (if appropriate):

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Checklist:

• My code follows the code style of this project.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.