Improve the PackageLoader error message

[LilyFoote]

Explain why the PackageLoader failed when the package_path directory is missing.

• fixes The error message from PackageLoader could be more helpful #1705

Checklist:

• Add tests that demonstrate the correct behavior of the change. Tests should fail without the change.
• Add or update relevant docs, in the docs folder and in code.
• Add an entry in CHANGES.rst summarizing the change and linking to the issue.
• Add .. versionchanged:: entries in any relevant code docs.
• Run pre-commit hooks and fix any issues.
• Run pytest and tox, no tests failed.

[LilyFoote]

I don't think the first 4 items of the checklist are relevant here, but happy to be corrected.

[LilyFoote]

@davidism Here's that PR.

[davidism]

I split this into two messages: the original if no search paths are found in the package spec, and the new one if no search path contains the templates directory. Added a test for the new message, a test for the original message will take some thought since it would be a very rare situation.