feat: more granular error messages when looking for shared objects

[govinda-kamath]

• Had run into a situation where loading libopenslide.so.1 failed because my system had an old version of libglib but the error message shown was libopenslide.so.0 not found.
• This fixes that by giving the error message for each one of the shared objects the code looks for in case it did not find any.

[openslide-bot]

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[bgilbert]

Thank you for the PR! Indeed it'd be really good to fix this.

This PR produces an exception chain with three exceptions: the OSError from libopenslide.so.0, followed by the synthetic OSError with all of the error messages, followed by the ModuleNotFoundError. I think a better approach is to skip the synthetic OSError, and instead include each of the original OSErrors in the chain. I've implemented this in #296.

I'll go ahead and close this. Thank you for reporting this issue and proposing a fix!