Make the "Can't load <file> for <model_name>" error more user-friendly
# What does this PR do?

This makes the "wrong path" error more explicit and adaptive to avoid issues like https://github.com/huggingface/transformers/issues/14479 where the error message didn't specify that tokenizer files were not in the model repo in the first place.

- [ ] TODO: rewrite the errors for all modules in the same way (feature extractor, model weights,...)

This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

Please note that issues that do not follow the [contributing guidelines](https://github.com/huggingface/transformers/blob/master/CONTRIBUTING.md) are likely to be ignored.