GH-49268: [C++][FlightRPC] Fix ODBC tests for MacOS

[justing-bq]

Rationale for this change

Addresses #49268

What changes are included in this PR?

• Fixed Mock Server setup to work on both Windows and MacOS.
• Disabled tests that are not appliable to MacOS (usually because iODBC doesn't support the relevant functionality).
• Adjusted expected SQL States where different on Mac.
• Fixed any tests failing on MacOS.

Are these changes tested?

Yes.

Are there any user-facing changes?

No.

• GitHub Issue: [C++][FlightRPC] Fix ODBC tests for MacOS #49268

[github-actions]

Thanks for opening a pull request!

If this is not a minor PR. Could you open an issue for this pull request on GitHub? https://github.com/apache/arrow/issues/new/choose

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Then could you also rename the pull request title in the following format?

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or

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See also:

• Other pull requests
• Contribution Guidelines - Contributing Overview

[justing-bq]

@lidavidm this draft PR is ready for review. Please take a look when you can.
This PR can be undrafted once we finish #49220.

[github-actions]

⚠️ GitHub issue #49268 has been automatically assigned in GitHub to PR creator.