## What changes were proposed in this pull request?
Currently with `toLocalIterator()` and `toPandas()` with Arrow enabled, if the Spark job being run in the background serving thread errors, it will be caught and sent to Python through the PySpark serializer.
This is not the ideal solution because it is only catch a SparkException, it won't handle an error that occurs in the serializer, and each method has to have it's own special handling to propagate the error.
This PR instead returns the Python Server object along with the serving port and authentication info, so that it allows the Python caller to join with the serving thread. During the call to join, the serving thread Future is completed either successfully or with an exception. In the latter case, the exception will be propagated to Python through the Py4j call.
## How was this patch tested?
Existing tests
Closes#24834 from BryanCutler/pyspark-propagate-server-error-SPARK-27992.
Authored-by: Bryan Cutler <cutlerb@gmail.com>
Signed-off-by: Bryan Cutler <cutlerb@gmail.com>
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