log4j doesn't print connector error

[SegmenFault]

Describe the bug
The log4j of ksqlDB doesn't print connector error.

To Reproduce
Version: 0.17.0-ksqldb

  ksqldb-server:
    environment:
      KSQL_CONNECT_CONFIG_STORAGE_TOPIC: "abc"
      KSQL_CONNECT_OFFSET_STORAGE_TOPIC: "abc"
      KSQL_CONNECT_STATUS_STORAGE_TOPIC: "abc"

It makes an error of connector, but no error message

Expected behavior
Print a error message of connector
like

ksqldb-server_1    | [2021-07-20 10:35:20,574] ERROR [Worker clientId=connect-1, groupId=segmen-connect] Uncaught exception in herder work thread, exiting:  (org.apache.kafka.connect.runtime.distributed.DistributedHerder:324)
ksqldb-server_1    | org.apache.kafka.common.config.ConfigException: Topic 'abc' supplied via the 'config.storage.topic' property is required to have a single partition in order to guarantee consistency of connector configurations, but found 25 partitions.
ksqldb-server_1    |    at org.apache.kafka.connect.storage.KafkaConfigBackingStore.start(KafkaConfigBackingStore.java:286)
ksqldb-server_1    |    at org.apache.kafka.connect.runtime.AbstractHerder.startServices(AbstractHerder.java:130)
ksqldb-server_1    |    at org.apache.kafka.connect.runtime.distributed.DistributedHerder.run(DistributedHerder.java:310)
ksqldb-server_1    |    at java.base/java.util.concurrent.Executors$RunnableAdapter.call(Executors.java:515)
ksqldb-server_1    |    at java.base/java.util.concurrent.FutureTask.run(FutureTask.java:264)
ksqldb-server_1    |    at java.base/java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1128)
ksqldb-server_1    |    at java.base/java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:628)
ksqldb-server_1    |    at java.base/java.lang.Thread.run(Thread.java:829)

Actual behaviour
log4j can't find log4j.appender.connect

ksqldb-server_1    | log4j:ERROR Could not find value for key log4j.appender.clients
ksqldb-server_1    | log4j:ERROR Could not instantiate appender named "clients".
ksqldb-server_1    | log4j:ERROR Could not find value for key log4j.appender.connect
ksqldb-server_1    | log4j:ERROR Could not instantiate appender named "connect".

Additional context
There is no definition for log4j appender of connector
I created a PR: #7827