client leak or directory locked when met error when creating local backend

[D3Hunter]

Bug Report

Please answer these questions before submitting your issue. Thanks!

1. Minimal reproduce step (Required)

for example, if we got error in below code, such as context cancel, and we are using de-duplicate, all clients are leak and duplicated directory is locked

tidb/pkg/lightning/backend/local/local.go

Lines 587 to 589 in 2b68ccf

	if err = local.checkMultiIngestSupport(ctx); err != nil {
	return nil, common.ErrCheckMultiIngest.Wrap(err).GenWithStackByArgs()
	}

it's not a big issue for lightning, but for import-into, it's run in a long running process, might cause issue.

2. What did you expect to see? (Required)

cleaned up on fail

3. What did you see instead (Required)

leaked and directory locked

4. What is your TiDB version? (Required)

master