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GH-39355: [Java] Improve JdbcConsumer exceptions (#39356)



### Rationale for this change

This helps debug Arrow conversion errors from JDBC by exposing the JdbcFieldInfo for the related column and the ArrowType for the corresponding vector.

### What changes are included in this PR?

A new JdbcConsumerException which is thrown by the CompositeJdbcConsumer while consuming data for a specific vector.

### Are these changes tested?

N/A

### Are there any user-facing changes?

Users can now catch `JdbcConsumerException`s and extract the related ArrowType and JdbcFieldInfo from it for debugging.

* Closes: #39355

Authored-by: Diego Fernandez <aiguo.fernandez@gmail.com>
Signed-off-by: David Li <li.davidm96@gmail.com>