Notify Missing Data Source (404 Error)

Expected Behavior

The logs contain information that the data source doesn't have data:

20260205 17:43:50.638 ERROR:: Error downloading custom data source file, skipped: RemoteFile: Csv https://data.nasdaq.com/api/v3/datatables/WGC/GOLD_DAILY_USD.csv?api_key=<...> Error: The reader was empty for source: $https://data.nasdaq.com/api/v3/datatables/WGC/GOLD_DAILY_USD.csv?api_key=<...>

Actual Behavior

Nothing is displayed

Potential Solution

This message:

20260205 17:43:50.638 ERROR:: Error downloading custom data source file, skipped: RemoteFile: Csv https://data.nasdaq.com/api/v3/datatables/WGC/GOLD_DAILY_USD.csv?api_key=<...> Error: The reader was empty for source: $https://data.nasdaq.com/api/v3/datatables/WGC/GOLD_DAILY_USD.csv?api_key=<...>

is only available locally to not show API keys. We should pass this message to the user

Code to reproduce

class GoldMarketTimingAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2010, 1, 1)
        self._gold = self.add_data(NasdaqDataLink, "WGC/GOLD_DAILY_USD", Resolution.DAILY, TimeZones.UTC, True).symbol

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues