Better file not found error #1023

[alanmcruickshank]

This resolves #1023 (an oldie).

It also actually allows us to simplify the code by emitting a SQLFluffUserError directly rather than an OSError and then needing to do guesswork around that.

[codecov]

Codecov Report

Base: 61.15% // Head: 99.93% // Increases project coverage by +38.78% 🎉

Coverage data is based on head (1547698) compared to base (c3defb0).
Patch coverage: 100.00% of modified lines in pull request are covered.

Additional details and impacted files

@@             Coverage Diff             @@
##             main    #4051       +/-   ##
===========================================
+ Coverage   61.15%   99.93%   +38.78%     
===========================================
  Files         190      190               
  Lines       14556    14570       +14     
===========================================
+ Hits         8901    14561     +5660     
+ Misses       5655        9     -5646     

Impacted Files	Coverage Δ
src/sqlfluff/cli/commands.py	100.00% <100.00%> (+55.72%)	⬆️
src/sqlfluff/core/linter/linter.py	100.00% <100.00%> (+25.05%)	⬆️
src/sqlfluff/core/parser/parsers.py	100.00% <0.00%> (+2.40%)	⬆️
src/sqlfluff/dialects/dialect_ansi.py	100.00% <0.00%> (+2.54%)	⬆️
src/sqlfluff/rules/L045.py	100.00% <0.00%> (+3.03%)	⬆️
src/sqlfluff/rules/L063.py	100.00% <0.00%> (+3.22%)	⬆️
src/sqlfluff/core/parser/segments/ephemeral.py	100.00% <0.00%> (+3.44%)	⬆️
src/sqlfluff/rules/L050.py	100.00% <0.00%> (+3.70%)	⬆️
src/sqlfluff/core/dialects/base.py	100.00% <0.00%> (+3.84%)	⬆️
src/sqlfluff/dialects/dialect_postgres_keywords.py	100.00% <0.00%> (+4.00%)	⬆️
... and 139 more

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