client,server: better err msg when PD endpoint missing certificate (#2138)

[ti-chi-bot]

This is an automated cherry-pick of #2138

What problem does this PR solve?

close #1973

What is changed and how it works?

Add better err msg.

Check List

Tests

• Unit test

Code changes

• Has exported variable/fields change

Side effects

None

Related changes

• Need to cherry-pick to the release branch

Release note

• Better err msg when PD endpoint missing certificate

[ben1009]

/run-all-tests

[codecov-commenter]

Codecov Report

❗ No coverage uploaded for pull request base (release-5.1@bf28daa). Click here to learn what that means.
The diff coverage is n/a.

@@               Coverage Diff                @@
##             release-5.1      #2186   +/-   ##
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  Hits                   ?       9479           
  Misses                 ?       7081           
  Partials               ?       1010           

[ti-chi-bot]

[REVIEW NOTIFICATION]

This pull request has been approved by:

• amyangfei
• lonng

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[lonng]

/merge

[ti-chi-bot]

This pull request has been accepted and is ready to merge.

Commit hash: 53c0ce5

[ti-chi-bot]

@ti-chi-bot: Your PR was out of date, I have automatically updated it for you.

At the same time I will also trigger all tests for you:

/run-all-tests

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