Fix incorrect character encoding in GetLastErrorAsString on Windows

[soutong]

Summary

This PR fixes a character encoding issue on Windows where error messages retrieved using GetLastError() and FormatMessageA may be garbled when non-ASCII characters are involved.

Changes

• Replaced FormatMessageA with FormatMessageW to retrieve wide-character error messages.
• Added conversion from std::wstring to UTF-8 using WindowsUtil::UnicodeToUTF8.
• Updated return logic to handle empty messages safely.

Why

On localized Windows systems, FormatMessageA can return garbled messages when using non-ASCII locale (e.g., Chinese). This patch ensures proper Unicode support.

[staticlibs]

Hi, thanks for the fix! It looks good to me. Just to be integrated it needs to be submitted to the https://github.com/duckdb/duckdb repo. src/duckdb directory in JDBC is imported from the main repo periodically. If you submit it to duckdb/duckdb - I can review it promptly. Or, if that is not convenient, I can submit it there myself?

[soutong]

Hi, thanks for the heads-up! I've already opened a PR to duckdb:main — feel free to take a look whenever you get a chance. Appreciate your help! duckdb/duckdb#18431

[staticlibs]

@soutong

Thanks for moving it to the main repo! I've commented there and added one minor suggestion. I'll close this PR in favour of the duckdb/duckdb#18431 one.