Better error message when no such DD package or version

[trishankatdatadog]

What does this PR do?

Friendlier error messages when no such DD package or version.

Motivation

In order to provide customers with a better idea of what went wrong in such a case.

Additional Notes

Anything else we should know when reviewing?

Review checklist (to be filled by reviewers)

• PR title must be written as a CHANGELOG entry (see why)
• Files changes must correspond to the primary purpose of the PR as described in the title (small unrelated changes should have their own PR)
• PR must have changelog/ and integration/ labels attached
• Feature or bugfix must have tests
• Git history must be clean
• If PR adds a configuration option, it must be added to the configuration file.

[codecov]

Codecov Report

Merging #3161 into master will increase coverage by 15.38%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master   #3161       +/-   ##
==========================================
+ Coverage   84.61%    100%   +15.38%     
==========================================
  Files         677       1      -676     
  Lines       36619      18    -36601     
  Branches     4319       2     -4317     
==========================================
- Hits        30984      18    -30966     
+ Misses       4373       0     -4373     
+ Partials     1262       0     -1262