[backport#pr16542 2/4] Give more errors for specific failure conditions

Summary:
Some failure conditions implicitly fail by failing some other check.
But the error messages are more helpful if they say explicitly what
actually caused the failure, so add those as failure conditions and
errors.

https://github.com/bitcoin/bitcoin/pull/16542/commits/625534d7b1417da926f1ced600855ea818d6e01e

Depends on D6642

Partial backport of Core PR16542

Test Plan:

ninja check-all

Reviewers: #bitcoin_abc, deadalnix

Reviewed By: #bitcoin_abc, deadalnix

Differential Revision: https://reviews.bitcoinabc.org/D6643