branch-4.0: [feat](job) show first error message for routine load

[sollhui]

pick #65553

[hello-stephen]

Thank you for your contribution to Apache Doris.
Don't know what should be done next? See How to process your PR.

Please clearly describe your PR:

1. What problem was fixed (it's best to include specific error reporting information). How it was fixed.
2. Which behaviors were modified. What was the previous behavior, what is it now, why was it modified, and what possible impacts might there be.
3. What features were added. Why was this function added?
4. Which code was refactored and why was this part of the code refactored?
5. Which functions were optimized and what is the difference before and after the optimization?

[sollhui]

run buildall

[sollhui]

run buildall

[hello-stephen]

BE UT Coverage Report

Increment line coverage 16.67% (1/6) 🎉

Increment coverage report
Complete coverage report

Category	Coverage
Function Coverage	53.56% (19585/36566)
Line Coverage	36.62% (183291/500524)
Region Coverage	33.19% (142528/429460)
Branch Coverage	34.05% (61629/180998)