[LLD][COFF] Print object file name for unsupported directives

This is a small QoL improvement suggested by FrancescElies in
#56300 (comment).

Differential Revision: https://reviews.llvm.org/D149022

lld/COFF/Driver.cpp

@@ -447,7 +447,8 @@ void LinkerDriver::parseDirectives(InputFile *file) {
     case OPT_throwingnew:
       break;
     default:
-      error(arg->getSpelling() + " is not allowed in .drectve");
+      error(arg->getSpelling() + " is not allowed in .drectve (" +
+            toString(file) + ")");
     }
   }
 }

lld/test/COFF/directives-unsupported.s

@@ -0,0 +1,15 @@
+# REQUIRES: x86
+
+# RUN: llvm-mc -triple=x86_64-windows %s -filetype=obj -o %t.obj
+
+# RUN: not lld-link -dll -out:%t.dll -entry:entry %t.obj -subsystem:console 2>&1 | FileCheck %s
+
+# CHECK: warning: ignoring unknown argument: -unknowndirectivename
+# CHECK: error: -unknowndirectivename is not allowed in .drectve ({{.*}}.obj)
+
+  .global entry
+  .text
+entry:
+  ret
+  .section .drectve
+  .ascii " -unknowndirectivename "