[CI][Java][R] Improve notifications on failures for nightly R and Java jobs

[raulcd]

Describe the enhancement requested

We use crossbow to run almost all our nightlies and we have several notification reports set up. E-mails and Zulip notifications.

We also have two periodic nightly jobs for the Java and R nightlies on the main Arrow repository:
https://github.com/apache/arrow/blob/157b8f555bdd5bf2fafc875b8c983c8c51a3c936/.github/workflows/java_nightly.yml#L32
https://github.com/apache/arrow/blob/157b8f555bdd5bf2fafc875b8c983c8c51a3c936/.github/workflows/r_nightly.yml#L37

We currently miss the notifications if those jobs fail. We should implement something that allows us to get similar notifications as the ones we get from the crossbow jobs.

This issue has been created as a follow up from the discussion on this issue:
apache/arrow#35478 (comment)

As seen on the comment linked above we could use the failure condition on those jobs.

Component(s)

Continuous Integration, Java, R