Added error messages in the segment merges

Added error messages in the segment merges

---
schema-version: '1.1'
build:
  name: OpenSearch
  version: 2.14.0
ci:
  image:
    name: opensearchstaging/ci-runner:ci-runner-almalinux8-opensearch-build-v1
    args: -e JAVA_HOME=/opt/java/openjdk-21
components:
  - name: OpenSearch
    repository: https://github.com/navneet1v/OpenSearch.git
    ref: build-time-poc
  - name: common-utils
    repository: https://github.com/opensearch-project/common-utils.git
    ref: 2.x
    platforms:
      - linux
      - windows
  - name: security
    repository: https://github.com/opensearch-project/security.git
    ref: 2.x
    platforms:
      - linux
      - windows
  - name: k-NN
    repository: https://github.com/opensearch-project/k-NN.git
    ref: 2.x
    platforms:
      - linux
      - windows