Error report of udf server connection can be more clear and user-friendly

[keven-huang]

Is your feature request related to a problem? Please describe.

Description

When I use sql CREATE FUNCTION gcd(int, int) RETURNS int AS gcd USING LINK '10.10.4.17:8815'; to call the udf-server deployed in Kubernetes, I encountered an error Internal error: failed to connect to UDF service: transport error
Later, I found that I needed to add 'http://' to the link to change it from '10.10.4.17:8815' to 'http://10.10.4.17:8815'.
After discussing with @arkbriar , we both agree that this error message is not very user-friendly and could be improved.

related link

https://docs.risingwave.com/docs/current/udf-java/#5-declare-your-functions-in-risingwave

Describe the solution you'd like

No response

Describe alternatives you've considered

No response

Additional context

No response

[BugenZhao]

This is not a trivial issue, and the root cause is that we lose the source error when formatting.

#11443 (comment)

[BugenZhao]

After #13248 and #13264, we'll get a much more detailed error reporting: