**Describe the bug**
```
5828589:2021.04.27 03:13:08.824665 [ 6101 ] {} <Trace> test_27.concurrent_alter_add_drop_3 (825021f7-129f-4841-ad6b-92215e3f1a94): Renaming temporary part tmp_merge_all_0_4_7_17 to all_0_4_7_17.
5828590:2021.04.27 03:13:08.824778 [ 3358 ] {} <Trace> test_27.concurrent_alter_add_drop_2 (f0a064d0-dc89-4710-9781-a49bb0c16461): Renaming temporary part tmp_merge_all_0_4_7_17 to all_0_4_7_17.
5828591:2021.04.27 03:13:08.824823 [ 6101 ] {} <Warning> test_27.concurrent_alter_add_drop_3 (825021f7-129f-4841-ad6b-92215e3f1a94): Tried to add obsolete part all_0_4_7_17 covered by all_0_4_13_34 (state Committed)
5828623:2021.04.27 03:13:08.824951 [ 3358 ] {} <Warning> test_27.concurrent_alter_add_drop_2 (f0a064d0-dc89-4710-9781-a49bb0c16461): Tried to add obsolete part all_0_4_7_17 covered by all_0_4_13_34 (state Committed)
5828624:2021.04.27 03:13:08.824995 [ 6101 ] {} <Warning> test_27.concurrent_alter_add_drop_3 (825021f7-129f-4841-ad6b-92215e3f1a94) (MergerMutator): Unexpected number of parts removed when adding all_0_4_7_17: 0 instead of 1
5828625:2021.04.27 03:13:08.825147 [ 3358 ] {} <Warning> test_27.concurrent_alter_add_drop_2 (f0a064d0-dc89-4710-9781-a49bb0c16461) (MergerMutator): Unexpected number of parts removed when adding all_0_4_7_17: 0 instead of 1
5828643:2021.04.27 03:13:08.831273 [ 3358 ] {} <Trace> test_27.concurrent_alter_add_drop_2 (f0a064d0-dc89-4710-9781-a49bb0c16461): Trying to immediately remove part all_0_4_7_17 (state Temporary)
5828644:2021.04.27 03:13:08.831658 [ 3358 ] {} <Fatal> : Logical error: 'Part all_0_4_7_17 doesn't exist'.
5828648:2021.04.27 03:13:08.832767 [ 6101 ] {} <Trace> test_27.concurrent_alter_add_drop_3 (825021f7-129f-4841-ad6b-92215e3f1a94): Trying to immediately remove part all_0_4_7_17 (state Temporary)
5828649:2021.04.27 03:13:08.833210 [ 6101 ] {} <Fatal> : Logical error: 'Part all_0_4_7_17 doesn't exist'.

```

https://clickhouse-test-reports.s3.yandex.net/0/9bb4d8769f1064ada4cce6b26d8ff61c11356965/stress_test_(debug).html#fail1
{
    LOG_DEBUG(log, "Loading data parts");
    auto metadata_snapshot = getInMemoryMetadataPtr();
    const auto settings = getSettings();
    std::vector<std::pair<String, DiskPtr>> part_names_with_disks;
    MutableDataPartsVector parts_from_wal;
    Strings part_file_names;
    auto disks = getStoragePolicy()->getDisks();
    
    if (!getStoragePolicy()->isDefaultPolicy() && !skip_sanity_checks)
    {
        
        std::unordered_set<String> defined_disk_names;
        for (const auto & disk_ptr : disks)
            defined_disk_names.insert(disk_ptr->getName());
        for (const auto & [disk_name, disk] : getContext()->getDisksMap())
        {
            if (defined_disk_names.count(disk_name) == 0 && disk->exists(relative_data_path))
            {
                for (const auto it = disk->iterateDirectory(relative_data_path); it->isValid(); it->next())
                {
                    MergeTreePartInfo part_info;
                    if (MergeTreePartInfo::tryParsePartName(it->name(), &part_info, format_version))
                        throw Exception("Part " + backQuote(it->name()) + " was found on disk " + backQuote(disk_name) + " which is not defined in the storage policy", ErrorCodes::UNKNOWN_DISK);
                }
            }
        }
    }