Investigate dependencies

[chernser]

Describe the bug

We should investigate what exactly is in each release artifact and why they exist, to see if we can reduce the number (and avoid confusion). cough shaded-all cough

Old Description:
There are some confusing dependencies. For example, clickhouse-jdbc (https://mvnrepository.com/artifact/com.clickhouse/clickhouse-jdbc) has:

• com.clickhouse » org.apache.commons.compress 1.9.2
• com.clickhouse » io.grpc 1.9.2
• com.clickhouse » org.roaringbitmap 1.9.2

What confuses:

• version.
• org.apache.commons.compress - this package had vulnerabilities in early versions

[Paultagoras]

We should also look at reducing the artifacts we produce (currently: base, all, shaded, shaded-all)

[Paultagoras]

We should add to the user-agent based on which package was chosen (in meta information section)