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GH-40878: [JAVA] Fix flight-sql-jdbc-driver shading issues (#40879)

### Rationale for this change

The `flight-sql-jdbc-driver` jar is not shaded properly:
* a reduced pom.xml file is not generated. The published pom.xml file declares dependencies which are actually present in the jar and should not be fetched externally
* several classes/files are not relocated properly

### What changes are included in this PR?

Fix pom.xml and relocations. Also removes annotations dependencies and include a integration test to prevent future breakage.

### Are these changes tested?

Yes. A new integration test check the jar content

### Are there any user-facing changes?

Yes. The published pom.xml file on Maven will be cleaned of any dependency
* GitHub Issue: #40878

Authored-by: Laurent Goujon <laurent@apache.org>
Signed-off-by: David Li <li.davidm96@gmail.com>