Add ability to see on which shard the migration is being run

[fatkodima]

Currently, when the app uses sharding and the migration is run, there is not way to tell on which shard it is being run.
This is a problem, because when the migration adds a unique index and we have some duplicates, the migration blows up (with a ActiveRecord::RecordNotUnique error) and there is no way to easily know on which shard exactly.

The problem can be solved in at least 2 ways:

1. somehow puts shard info when running a migration
2. we have a connection_pool object attached to the mentioned ActiveRecord::RecordNotUnique error (thanks to Store connection_pool in database-related exceptions #48295), but the error message is not include this info (Store connection_pool in database-related exceptions #48295 (comment)), so needs to fix that

I would like to provide a PR, but need a suggestion on which path to choose.
@byroot you helped to implement the linked PR, can you please suggest?

[byroot]

The second one for sure.

[fatkodima]

I recall that I opened #49337 some time ago for a similar problem. Updated it to also solve this problem.

Please, take a look when you have time. 🙏