[Improvement] Throw connectionClosed KyuubiSQLException when engine died

### Code of Conduct

- [X] I agree to follow this project's [Code of Conduct](https://www.apache.org/foundation/policies/conduct)

### Search before asking

- [X] I have searched in the [issues](https://github.com/apache/kyuubi/issues?q=is%3Aissue) and found no similar issues.

### What would you like to be improved?

When engine died for exception, user only get Exception like this.
```
Error: Error operating ExecuteStatement: org.apache.thrift.transport.TTransportException: java.net.SocketException: Broken pipe (Write failed)
at org.apache.thrift.transport.TIOStreamTransport.write(TIOStreamTransport.java:147)
at org.apache.thrift.transport.TTransport.write(TTransport.java:107)
at org.apache.thrift.transport.TSaslTransport.writeLength(TSaslTransport.java:391)
at org.apache.thrift.transport.TSaslTransport.flush(TSaslTransport.java:499)
at org.apache.thrift.transport.TSaslClientTransport.flush(TSaslClientTransport.java:37)
at org.apache.thrift.TServiceClient.sendBase(TServiceClient.java:73)
at org.apache.thrift.TServiceClient.sendBase(TServiceClient.java:62)
at org.apache.hive.service.rpc.thrift.TCLIService$Client.send_ExecuteStatement(TCLIService.java:239)
at org.apache.hive.service.rpc.thrift.TCLIService$Client.ExecuteStatement(TCLIService.java:231)
at org.apache.kyuubi.client.KyuubiSyncThriftClient.$anonfun$executeStatement$1(KyuubiSyncThriftClient.scala:252)
at org.apache.kyuubi.client.KyuubiSyncThriftClient.$anonfun$withLockAcquiredAsyncRequest$2(KyuubiSyncThriftClient.scala:151)
at java.util.concurrent.FutureTask.run(FutureTask.java:266)
at java.util.concurrent.ScheduledThreadPoolExecutor$ScheduledFutureTask.access$201(ScheduledThreadPoolExecutor.java:180)
at java.util.concurrent.ScheduledThreadPoolExecutor$ScheduledFutureTask.run(ScheduledThreadPoolExecutor.java:293)
at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1149)
at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:624)
at java.lang.Thread.run(Thread.java:748)
Caused by: java.net.SocketException: Broken pipe (Write failed)
at java.net.SocketOutputStream.socketWrite0(Native Method)
at java.net.SocketOutputStream.socketWrite(SocketOutputStream.java:111)
at java.net.SocketOutputStream.write(SocketOutputStream.java:155)
at java.io.BufferedOutputStream.flushBuffer(BufferedOutputStream.java:82)
at java.io.BufferedOutputStream.write(BufferedOutputStream.java:126)
at org.apache.thrift.transport.TIOStreamTransport.write(TIOStreamTransport.java:145)
... 16 more (state=,code=0)
```

### How should we improve?

We can improve this by throw KyuubiSQLException like this.
```
connection for ${session} is closed
```

### Are you willing to submit PR?

- [X] Yes. I would be willing to submit a PR with guidance from the Kyuubi community to improve.
- [ ] No. I cannot submit a PR at this time.

Read KyuubiSyncThriftClient.scala around the executeStatement call at line 252, focusing on how a dead engine currently surfaces its transport failure. Determine where the connection-closed KyuubiSQLException should be raised, then verify that an engine death reports the requested session-specific message instead of the raw socket exception.

Written by the indexing model from the issue text.