Fix "Cannot connect to CI server error messages"

What does this MR do?

This MR fixes "Cannot connect to CI server error messages" by @ayufan's assumption.

The problem is with the ordering of operations.

We do:

• INSERT ci_pipelines, UPDATE merge_request WITH ci_pipeline,

• SELECT ci_pipelines, INSERT merge_request.

Where we should do:

• INSERT ci_pipelines, UPDATE merge_request WITH ci_pipeline,

• INSERT merge_request, UPDATE merge_request WITH ci_pipeline,

Are there points in the code the reviewer needs to double check?

Does this truly fix the problem?

Why was this MR needed?

This is regression . This priority is quite high.

Screenshots (if relevant)

N/A

Does this MR meet the acceptance criteria?

• Changelog entry added, if necessary
• Documentation created/updated
• API support added
• Tests
  • Added for this feature/bug
  • All builds are passing
• Review
  • Has been reviewed by UX
  • Has been reviewed by Frontend
  • Has been reviewed by Backend
  • Has been reviewed by Database
• Conform by the merge request performance guides
• Conform by the style guides
• Branch has no merge conflicts with master (if it does - rebase it please)
• Squashed related commits together

What are the relevant issue numbers?

• Closes https://gitlab.com/gitlab-org/gitlab-ce/issues/34547

/cc @ayufan @stanhu @rspeicher