[core] Ray status doesn't show source location where the error happens

### Description

Suppose we have function call chain:
func1 -> func2 -> func3
(`->` means `invokes`)

If 
- an error status happens in func3 and propagates to func1
- the error status is checked with `RAY_CHECK_OK` at func1

The source location information we get is func1 but not func3.

### Use case

_No response_