refactor(error): clean-up direct error formatting (part 4)

[BugenZhao]

I hereby agree to the terms of the RisingWave Labs, Inc. Contributor License Agreement.

What's changed and what's your intention?

See backgrounds in #11443. TL;DR: formatting errors with {} or .to_string can cause the loss of the error source. Use thiserror_ext::Report instead.

---

Follow-up of

• refactor(error): clean-up direct error formatting (part 1) #13763
• refactor(error): clean-up direct error formatting (part 2) #13870
• refactor(error): clean-up direct error formatting (part 3) #14685

This PR fixes usages in storage. The only remaining module is the connector.

Checklist

• I have written necessary rustdoc comments
• I have added necessary unit tests and integration tests
• All checks passed in ./risedev check (or alias, ./risedev c)

Documentation

• My PR needs documentation updates. (Please use the Release note section below to summarize the impact on users)

Release note

If this PR includes changes that directly affect users or other significant modifications relevant to the community, kindly draft a release note to provide a concise summary of these changes. Please prioritize highlighting the impact these changes will have on users.

[Li0k]

LGTM, thanks for the efforts