Improve compatibility error of alter table cold type

[qingxinhome]

What type of PR is this?

• [ ] API-change
• [x] BUG
• [ ] Improvement
• [ ] Documentation
• [ ] Feature
• [ ] Test and CI
• [ ] Code Refactoring

Which issue(s) this PR fixes:

issue #19872

What this PR does / why we need it:

Improve compatibility error report of alter table cold type