Python单元测试：如何在模拟单元测试中传递异常(不是引发)

我需要在client.py中测试这个类:

import socket

class Client:
    def execute(self, url: str):
        try:
            sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
            sock.connect(('localhost', 9999))
            sock.send(url.encode())
            data = sock.recv(1024)
            sock.close()
            print(f"{url}: {data.decode('utf-8')}")
        except Exception as e:
            print("Error sending request to", url, ":", str(e))

在tests中，我模拟了socket.socket，并试图模拟sock.connect，以便它将返回异常:

import client

    def test_1(self, mocker, capsys):
        mock_socket = mocker.patch("socket.socket")
        mock_socket.return_value.connect.return_value = ConnectionRefusedError
        client1 = client.Client()
        client1.execute("https://example.com")
        captured = capsys.readouterr()
        assert captured.out == "Error sending request to https://example.com : [WinError 10061]"

But this Exception didn't triggered and I got this result in captured.out:
"https://example.com: <MagicMock name='socket().recv().decode()' id='1874290459152'>\n"
instead of
'Error sending request to https://example.com : [WinError 10061]'
which shows that I didn't hit except Exception as e: block. How to pass this Exception properly?