Show more meaningful error message when cross-engine support is not configured

To perform write operations like UPDATE/DELETE on a columnstore table by referencing to an Inndb table one needs cross-engine configuration. But if someone tries without it the error message is not suggesting anything about the required configuration.

On a setup without cross-engine configuration>
CREATE TABLE t_cs (a INT, b INT) ENGINE=Columnstore;
CREATE TABLE t_innodb (a INT, b INT) ENGINE=Innodb;

UPDATE t_cs SET b=(SELECT b FROM t_innodb LIMIT 1);
ERROR 1815 (HY000): Internal error: CAL0002: Update Failed: ExeMgr Error 8002

DELETE FROM t_cs WHERE b=(SELECT b FROM t_innodb LIMIT 1);
ERROR 1815 (HY000): Internal error: CAL0002: Delete Failed: Error from ExeMgr 30

The error msgs should be suggesting the actual problem.