🐛 Bug

Title: zstd.ZstdError missing for Python < 3.14 fallback import

Description:

In src/litdata/raw/indexer.py, LitData uses the standard library compression.zstd module for Python 3.14+, which correctly provides ZstdError.

For Python versions < 3.14, the code falls back to:

import zstd

However, the PyPI zstd package does not define ZstdError — it only provides zstd.Error.
This makes the current exception handling inconsistent and can lead to an AttributeError when referencing zstd.ZstdError.

Expected behavior

The fallback zstd implementation for Python < 3.14 should expose ZstdError or the code should adjust to handle the correct exception type for the chosen package.

Actual behavior

AttributeError: module 'zstd' has no attribute 'ZstdError'
(when running Python < 3.14)

Related discussion

Discussion: #765

Environment

• Python version: < 3.14
• litdata version: latest main
• OS: Any