[train] update TrainingFailedError module (#57865)

## Description

Updating so that the module shows as `ray.train` rather than
`ray.train.v2.api.exceptions`


## Testing


https://anyscale-ray--57865.com.readthedocs.build/en/57865/train/api/doc/ray.train.v2.api.data_parallel_trainer.DataParallelTrainer.fit.html#ray.train.v2.api.data_parallel_trainer.DataParallelTrainer.fit
<img width="960" height="302" alt="image"
src="https://github.com/user-attachments/assets/02206542-54fe-4674-b2b4-1868fa7e8580"
/>

Signed-off-by: Matthew Deng <matthew.j.deng@gmail.com>

Author: matthewdeng

doc/source/train/api/api.rst

@@ -180,7 +180,7 @@ Ray Train Errors
 
     ~train.ControllerError
     ~train.WorkerGroupError
-    ~train.v2.api.exceptions.TrainingFailedError
+    ~train.TrainingFailedError
 
 Ray Tune Integration Utilities
 ------------------------------

python/ray/train/v2/api/data_parallel_trainer.py

@@ -54,7 +54,6 @@
 from ray.train.v2._internal.execution.scaling_policy import create_scaling_policy
 from ray.train.v2._internal.util import ObjectRefWrapper, construct_train_func
 from ray.train.v2.api.callback import UserCallback
-from ray.train.v2.api.exceptions import TrainingFailedError  # noqa: F401
 from ray.util.annotations import Deprecated, DeveloperAPI
 from ray.util.scheduling_strategies import NodeAffinitySchedulingStrategy
 
@@ -157,7 +156,7 @@ def fit(self) -> Result:
             A Result object containing the training result.
 
         Raises:
-            ray.train.v2.api.exceptions.TrainingFailedError: This is a union of the ControllerError and WorkerGroupError.
+            ray.train.TrainingFailedError: This is a union of the ControllerError and WorkerGroupError.
                 This returns a :class:`ray.train.ControllerError` if internal Ray Train controller logic
                 encounters a non-retryable error or reaches the controller failure limit configured in `FailureConfig`.
                 This returns a :class:`ray.train.WorkerGroupError` if one or more workers fail during