DOC: Explicitly print wavelet name for invalid wavelets

[saketkc]

No description provided.

[saketkc]

Python 3.5 and xcode failure seem to be unrelated (?).

[grlee77]

Thanks @saketc. I agree the failures are unrelated to this PR.

I have occasionlly seen that failure in test_concurrent_cwt that occured on OS X previously. It doesn't seem to occur reliably.

The failures on 3.5 are related to some doctests and are new to me. I will look into it locally.

[grlee77]

I think the remaining failure is related to pip and the recently added pyproject.toml file. I will make a separate PR to remove it as was done recently for scipy: scipy/scipy#8735