when creating an external connection, dial the canary sink rather than just create it

when we create an external connection, we create a canary sink to validate the configuration, like we do with regular feeds. however, we don't call Dial() on that sink, so the validation is less thorough. fix this.

see https://github.com/asg0451/cockroach/blob/366e7082bcd58edc28d01273f112dac61dcce3d9/pkg/ccl/changefeedccl/sink_external_connection.go#L86

Jira issue: CRDB-40226

Open pkg/ccl/changefeedccl/sink_external_connection.go around line 86 and compare external-connection canary validation with the regular-feed behavior described in the issue. Trace where the canary sink is created and how Dial() is used; the work is done when external-connection validation also dials the canary sink before accepting the configuration.

Written by the indexing model from the issue text.