Returns error too late when parsing invalid file compression type.

[HaoYang670]

Is your feature request related to a problem or challenge? Please describe what you are trying to do.
When parsing a SQL query with an invalid file compression type, we detect the error when creating the ListingTable which is too late:

❯ create external table t1 stored as csv with header row compression type zzz location "../datafusion/core/tests/example.csv";
Execution("Unknown FileCompressionType ZZZ")

Besides, we should return a ParserError, instead of a DataFusionError::Execution error.
https://github.com/apache/arrow-datafusion/blob/3611d911a3c9f3740bb1fc0527198be39ff47bfd/datafusion/core/src/datasource/listing_table_factory.rs#L62-L70

Describe the solution you'd like
We could detect this error when parsing the CreateExternalTable

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.
We could not do this.

Additional context
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