[Refactor] Add error messages in cross-cluster replication (backport #53228)

[mergify]

Why I'm doing:

Some detail error messages are only in be.

What I'm doing:

Add error messages in cross-cluster replication.

Fixes #issue

What type of PR is this:

• BugFix
• Feature
• Enhancement
• Refactor
• UT
• Doc
• Tool

Does this PR entail a change in behavior?

• Yes, this PR will result in a change in behavior.
• No, this PR will not result in a change in behavior.

If yes, please specify the type of change:

• Interface/UI changes: syntax, type conversion, expression evaluation, display information
• Parameter changes: default values, similar parameters but with different default values
• Policy changes: use new policy to replace old one, functionality automatically enabled
• Feature removed
• Miscellaneous: upgrade & downgrade compatibility, etc.

Checklist:

• I have added test cases for my bug fix or my new feature
• This pr needs user documentation (for new or modified features or behaviors)
  • I have added documentation for my new feature or new function
• This is a backport pr

Bugfix cherry-pick branch check:

• I have checked the version labels which the pr will be auto-backported to the target branch
  • 3.4
  • 3.3
  • 3.2
  • 3.1
  • 3.0

    ---

    This is an automatic backport of pull request [Refactor] Add error messages in cross-cluster replication #53228 done by Mergify.

Why I'm doing:

Some detail error messages are only in be.

What I'm doing:

Add error messages in cross-cluster replication.

Fixes #issue

What type of PR is this:

• BugFix
• Feature
• Enhancement
• Refactor
• UT
• Doc
• Tool

Does this PR entail a change in behavior?

• Yes, this PR will result in a change in behavior.
• No, this PR will not result in a change in behavior.

If yes, please specify the type of change:

• Interface/UI changes: syntax, type conversion, expression evaluation, display information
• Parameter changes: default values, similar parameters but with different default values
• Policy changes: use new policy to replace old one, functionality automatically enabled
• Feature removed
• Miscellaneous: upgrade & downgrade compatibility, etc.

Checklist:

• I have added test cases for my bug fix or my new feature
• This pr needs user documentation (for new or modified features or behaviors)
  • I have added documentation for my new feature or new function
• This is a backport pr