[SPARK-52080][DOCS][FOLLOW-UP] Add missing workflow build_python_connect35 and build_coverage
#50900
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What changes were proposed in this pull request?
1, Add missing workflow
build_python_connect35andbuild_coverage2, reorder python workflows;
3, update the workflow names;
Why are the changes needed?
to monitor the status
Does this PR introduce any user-facing change?
no, only for contributors
How was this patch tested?
ci
Was this patch authored or co-authored using generative AI tooling?
no