COMPAT locale provider will be removed in a future release

Description:
From JDK21 onwards a new warning has started to come, "WARNING: COMPAT locale provider will be removed in a future release". So, we have to avoid usage of COMPAT provider. We were setting exlpicitly to COMPAT locale provider in couple of places, this change is to convert COMPAT to CLDR locale provider. After this change, couple of tests started to fail becasue some locale data has minor changes in CLDR compared to COMPAT. For example, day and month short names of GERMAN "de" locale are different in CLDR and COMPAT, just need to add a . in the end for CLDR.

Resolves #11550

CHANGELOG-3.0.md

@@ -17,7 +17,7 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 ### Dependencies
 
 ### Changed
-- Changed locale provider from COMPAT to CLDR ([]())
+- Changed locale provider from COMPAT to CLDR  ([#14345](https://github.com/opensearch-project/OpenSearch/pull/14345))
 - Migrate client transports to Apache HttpClient / Core 5.x ([#4459](https://github.com/opensearch-project/OpenSearch/pull/4459))
 - Change http code on create index API with bad input raising NotXContentException from 500 to 400 ([#4773](https://github.com/opensearch-project/OpenSearch/pull/4773))
 - Improve summary error message for invalid setting updates ([#4792](https://github.com/opensearch-project/OpenSearch/pull/4792))