Prepare to fully shard the identities table

What does this MR do and why?

Follow up to !202814 (merged)

Addresses #578135

The table is sharded by identities#user_id. There is missing a foreign key constraint on the sharding key. I am running a background job that will remove all orphaned identities.

SQL

DELETE FROM "identities" WHERE ("identities"."id") IN (SELECT "identities"."id" FROM "identities" LEFT OUTER JOIN users ON identities.user_id = users.id WHERE "identities"."id" BETWEEN 33 AND 34 AND "identities"."id" >= 34 AND "users"."id" IS NULL)

Explain query: https://postgres.ai/console/gitlab/gitlab-production-main/sessions/44901/commands/137909

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