ENH: fix test CI dependency of hadoop, lightgbm and web ui

[luweizheng]

What do these changes do?

update web ui dependency:

• express: 4.16 -> 4.19
• prettier: 3.0.0 -> 3.2.5

fix test CI of lightgbm on macOS

• add OpenMP dependency

fix test CI of hadoop:

• pyarrow.hdfs is deprecated, use pyarrow.fs.HadoopFileSystem instead

Check code requirements

• [x] tests added / passed (if needed)
• [x] Ensure all linting tests pass