When the CDC cannot connect downstream, the changefeed status is not set to error [restore for 4915]

[ti-chi-bot]

What did you do?

1. create vpc peering between kafka/mysql and tidb in dbaas
2. create cdc changefeed between tidb and kafka/mysql
3. delete vpc peering

What did you expect to see?

1. When the CDC cannot connect downstream, the changefeed status should be set to error

What did you see instead?

the changefeed status is not set to error

Versions of the cluster

Upstream TiDB cluster version (execute SELECT tidb_version(); in a MySQL client):

(paste TiDB cluster version here)

Upstream TiKV version (execute tikv-server --version):

(paste TiKV version here)

TiCDC version (execute cdc version):

(paste TiCDC version here)

[ti-chi-bot]

This issue is restored for #4915, it originally created at 2022-03-16 07:42:38.