[Backport 2.9] add prefix to show the error is from remote service

[opensearch-trigger-bot]

Backport 3897ad1 from #1499

[codecov]

Codecov Report

Merging #1500 (2f828e5) into 2.9 (7b78a92) will increase coverage by 0.01%.
The diff coverage is 100.00%.

@@             Coverage Diff              @@
##                2.9    #1500      +/-   ##
============================================
+ Coverage     78.73%   78.74%   +0.01%     
+ Complexity     2172     2171       -1     
============================================
  Files           168      168              
  Lines          8828     8828              
  Branches        889      889              
============================================
+ Hits           6951     6952       +1     
+ Misses         1475     1474       -1     
  Partials        402      402              

Flag	Coverage Δ
ml-commons	78.74% <100.00%> (+0.01%)	⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

Files	Coverage Δ
...engine/algorithms/remote/AwsConnectorExecutor.java	81.81% <100.00%> (ø)
...e/algorithms/remote/HttpJsonConnectorExecutor.java	66.66% <100.00%> (ø)

... and 2 files with indirect coverage changes