fix(state_sync): preserve the original exception when migration rollback fails

[zhaoruizhe81]

Description

What

In StateMigrator.migrate() (sqlmesh/core/state_sync/db/migrator.py), the exception handler called self.rollback() unguarded. On a fresh state DB, update_versions() has already written a non-zero schema_version when a later statement fails, so rollback() finds no *_backup tables and raises SQLMeshError("There are no prior migrations to roll back to.") from inside the handler — replacing the original exception before raise SQLMeshError("SQLMesh migration failed.") from e is ever reached. The original error only survives in __context__, which the CLI does not print (_default_exception_handler shows str(ex) only).

Changes:

• Wrap the handler's self.rollback() call in its own try/except and log the failure with logger.exception, so a failed rollback can no longer mask the original error.
• Guard the handler's second analytics.collector.on_migration_end(...) call the same way — when analytics is the original failure source it would otherwise raise again from inside the handler and bypass the wrapping below.
• Include the original error in the raised message, SQLMeshError(f"SQLMesh migration failed: {e}"), keeping e as __cause__, so the cause is visible without SQLMESH_DEBUG=1.

The rollback-semantics changes suggested in the issue (treating "no backup tables" as non-fatal on a fresh state, and when update_versions() commits) are intentionally left out — they change behavior and deserve a separate discussion.

Why

Fixes #6096. On a fresh state DB — the path every new deployment and fresh CI database takes — any bootstrap-time error was turned into an undiagnosable rollback message. In the reported case a one-line PermissionError on an unwritable SQLMESH_HOME cost an instrumented debug run to find.

Test Plan

• New test test_migration_failure_after_update_versions in tests/core/state_sync/test_state_sync.py: patches on_migration_end to fail right after update_versions() and asserts the raised error carries the original exception as __cause__ (with the message containing it). test_first_migration_failure only covers failures before update_versions(), where rollback() takes the clean schema_version == 0 path and the bug cannot trigger.
• Red/green verified locally (Python 3.9, editable install of this repo):
  • On unpatched main (commit d69c262): pytest tests/core/state_sync/test_state_sync.py::test_migration_failure_after_update_versions fails with sqlmesh.utils.errors.SQLMeshError: There are no prior migrations to roll back to. raised from migrator.py:123 (self.rollback()) → migrator.py:152.
  • With this patch: the same test passes (2 passed together with test_first_migration_failure).
• Reproduction from the issue (fresh DuckDB state DB, patched on_migration_end raising RuntimeError("BOOM original error"), then Context(...).migrate()):
  • Before: CAUGHT: SQLMeshError: There are no prior migrations to roll back to. / __cause__: NoneType: None
  • After: CAUGHT: SQLMeshError: SQLMesh migration failed: BOOM original error / __cause__: RuntimeError: BOOM original error
• pytest tests/core/state_sync -q: 103 passed.
• pre-commit run --all-files (the make style hooks): ruff Passed, ruff-format Passed; mypy reports no errors in the two touched files. (Note: my local venv does not have the full dev extra installed — pyspark/dbt/dateparser stubs are missing — so full-tree mypy shows pre-existing import-stub errors unrelated to this change; I did not run the full make fast-test suite locally.)

Checklist

• I have run make style and fixed any issues
• I have added tests for my changes (if applicable)
• All existing tests pass (make fast-test)
• My commits are signed off (git commit -s) per the DCO