fix java exception handling over JNI

The exception handling wasn't working and onionmasq panicing when it attempted to raise a custom Java exception via the JNI. The reason was some missing Java boilerplate (missing constructors with 1 String argument), which I added.

The malfunctioning was hidden by an extra check in the UI regarding the current VPN state, which I also remove. This way we can provoke exceptions and show the handling works appropriately.