Improve unsupported compound identifier message #35467

Job	Run time
Check License Header	2m 19s
cargo check	11m 22s
build with wasm-pack	3m 13s
cargo test (macos)	15m 40s
cargo test (macos-aarch64)	11m 37s
Verify Vendored Code	57s
cargo test (win64)	1h 14m 8s
Check cargo fmt	43s
Verify MSRV (Min Supported Rust Version)	8m 46s
cargo test (amd64)	12m 4s
cargo test datafusion-cli (amd64)	4m 31s
check Cargo.toml formatting	2m 44s
clippy	6m 51s
check configs.md and ***_functions.md is up-to-date	3m 37s
cargo test hash collisions (amd64)	28m 4s
cargo doc	4m 28s
cargo test doc (amd64)	18m 0s
cargo examples (amd64)	14m 19s
Run sqllogictest with Postgres runner	4m 8s
cargo test pyarrow (amd64)	3m 4s
verify benchmark results (amd64)	15m 4s
	4h 5m 39s

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