There should be more observability around exporter helper start up and shutdown

[splunkericl]

Important (read before submitting)

Is your feature request related to a problem? Please describe.
As a user of otel collector, I find it hard to see which exporter helper component is stuck starting up or shutting down. Some of the examples in the past:

• persistent queue helper start up can be stuck: [exporterhelper] Persistent queue can block collector start-up #9451
• batch sender shut down can be stuck due to config: [exporterhelper] batch sender seems to be stuck during shutdown #10061

When debugging these problems, it isn't clear that the components are stuck.

Describe the solution you'd like
A debug message is added at the beginning of startup/shutdown and at the end of the startup/shutdown. Components we should add:

• retry sender
• batch sender
• queue sender

Describe alternatives you've considered
Add it as INFO logs but it can be too noisy

Additional context

[dmitryax]

The logs should be debug level if it's for troubleshooting

[timannguyen]

i'll take this up