[C++][Parquet] Make error reporting more detailed

[pitrou]

Describe the enhancement requested

This is really a long-standing annoyance: while Arrow C++ has rich error reporting with the various Status categories and StatusDetail, all Parquet errors boil down to a single class ParquetException with only an error message.

This issue proposes that we do the following things:

1. introduce a hierarchy of Parquet exception classes that would roughly mirror the Status categories (except the unusual/unused ones)
2. due a thorough search for throw in the Parquet C++ code base and convert each site to the appropriate exception
3. ensure the Status-to-exception and exception-to-Status bridges keep as much detail as possible (ideally this includes StatusDetail too)

Component(s)

C++, Parquet

[pitrou]

@wgtmac @mapleFU Opinions?

[mapleFU]

Both LGTM, but I think many exception types are not useful when debugging ( maybe user can retry when meeting io error, but it's also a bit tricky for user)?

More detail log message might works for debugging ( and not for normal parquet user..?)