report name of file when reading fails due to e.g. broken header

[Blizzara]

Make sure you have checked all steps below.

Jira

• My PR addresses the following Parquet Jira issues and references them in the PR title. For example, "PARQUET-1234: My Parquet PR"
  • https://issues.apache.org/jira/browse/PARQUET-XXX
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Tests

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Documentation

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[Blizzara]

The CI failure is dependency resolution, which was failing for me locally as well... Unrelated to the code diff though.