br: give error message to user clearly when fail to backup without local storage directory/file (#30431)
br: give error message to user clearly when fail to backup without local storage directory/file (#30431)

close pingcap/tidb#30419
pingcap/tidb,kyle-wang/tidb,pingcap/tidb,ngaut/tidb,c4pt0r/tidb,pingcap/tidb,kyle-wang/tidb,ngaut/tidb,kyle-wang/tidb,kyle-wang/tidb,ngaut/tidb,ngaut/tidb,c4pt0r/tidb,c4pt0r/tidb,ngaut/tidb,pingcap/tidb,pingcap/tidb,pingcap/tidb,ngaut/tidb,c4pt0r/tidb,kyle-wang/tidb,c4pt0r/tidb,kyle-wang/tidb,c4pt0r/tidb