[IMPROV] Add error message to load_test_data when package name is wrong

[AlexVCaron]

Type of improvement

If submitting a new module or fixing a bug, please use the appropriate template.

• Documentation
• Development tools (e.g. linter, formatter, etc.)
• Development container
• Global update (please specify)
• Other (please specify)

Describe your improvement

The title says it all !

Describe how to test your improvement

Use load_test_data with a package name that doesn't exist in tests/config/test_data.json.

Checklist before requesting a review

• Ensure the syntax is correct (EditorConfig and Prettier must pass)
• Run the test suites if your changes affect any module
• Regenerate the Poetry lock file if you have updated the dependencies
• Ensure the documentation is up-to-date