[Java] Collect JVM dump files in the case of failure

### Describe the enhancement requested

In development and specially figuring out CI jobs, it would be better if we can collect JVM dump files in the case of failure. This will help in debugging such issues properly.

### Component(s)

Java

Review the repository's Java CI configuration and its failure-handling steps, since no specific file or workflow is named. Determine where JVM dump files can be collected when a job fails; done means the dumps are retained as CI artifacts and available for debugging failed jobs.

Written by the indexing model from the issue text.