fix(connector): add additional check in nats list_splits

[yufansong]

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What's changed and what's your intention?

In #12942, once a time, there is some connection error in source between rw and nats which result in the compute node crash. The root cause: when source executor call the list_splits function, nats didn't provide the API for it, so currently we directly return 0. But if the connection has error, executor will crash in the following logic.

So I add a client in NatsSplitEnumerator, and when call list_splits, will check the connection state first. If return State::Connected, continue, otherwise throw error.

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