[CT-3080] [Bug] Improve Error Messages for Grants

### Is this a new bug in dbt-core?

- [X] I believe this is a new bug in dbt-core
- [X] I have searched the existing issues, and I could not find an existing issue for this bug

### Current Behavior

Right now, `grants` display as a database error for the model being run. This makes it very difficult to debug if you are unaware of the full grant logic!

```
14:09:27 Database Error in model model_name (models/folder/folder/folder/model_name.sql)
14:09:27 user "analyst" does not exist
```

This may be running in a single transaction but it would be amazing if we could have the error message display that it was from a grant.

### Expected Behavior

I would love if we could have something more like this:

```
14:09:27 Database Error in model model_name (models/folder/folder/folder/model_name.sql)
14:09:27 GRANT: user "analyst" does not exist
```

Just a simple designation that the error message is stemming from the grant statement.

### Steps To Reproduce

In redshift create a group called analyst but not a user called analyst. Run any dbt model with the following configuration.
```
models:
+grants:
select: ["analyst"]
```

However this works just fine

```
models:
+grants:
select: ["group analyst"]
```

### Relevant log output

_No response_

### Environment

```markdown
- OS:MacOS
- Python: 3.11
- dbt: 1.6.1
```

### Which database adapter are you using with dbt?

redshift

### Additional Context

Hi 👋 . Not super high priority but just a little bit of pain that took me a few hours to figure out what was going on. Figured I'd flag to y'all