Track entity sources (#37258)

Co-authored-by: David Mulcahey <david.mulcahey@me.com>

homeassistant/exceptions.py

@@ -54,6 +54,10 @@ class Unauthorized(HomeAssistantError):
         """Unauthorized error."""
         super().__init__(self.__class__.__name__)
         self.context = context
+
+        if user_id is None and context is not None:
+            user_id = context.user_id
+
         self.user_id = user_id
         self.entity_id = entity_id
         self.config_entry_id = config_entry_id