#12273 [Bug]: Wrong error message when using an incorrect master key in a request to the proxy
### What happened?
A bug happened!Here is a minimal example:
`litellm_config.yaml`:
```yaml model_list: - model_name: chatgpt litellm_params: model: openai/gpt-4o-mini api_key: ... general_settings: master_key: sk-1234 ```
Running with Docker:
```bash docker run \ -v $(pwd)/litellm_config.yaml:/app/config.yaml \ -p 4000:4000 \ ghcr.io/berriai/litellm:main-v1.73.0-stable \ --config /app/config.yaml ```
Sending a request:
```bash curl -X POST 'http://0.0.0.0:4000/responses' \ -H 'Content-Type: application/json' \ -H 'Authorization: Bearer sk-9999' \ -d '{"model": "chatgpt", "input": "Hi."}' ```
Reponse:
``` {"error":{"message":"No connected db.","type":"no_db_connection","param":null,"code":"400"}} ```
### Relevant log output
```shell 06:18:38 - LiteLLM Proxy:ERROR: auth_exception_handler.py:79 - litellm.proxy.proxy_server.user_api_key_auth(): Exception occured - Requester IP Address:172.17.0.1 Traceback (most recent call last): File "/usr/lib/python3.13/site-packages/litellm/proxy/auth/user_api_key_auth.py", line 765, in _user_api_key_auth_builder raise ProxyException( ...<4 lines>... ) litellm.proxy._types.ProxyExceptio…