Gracefully fail if CL_DATABASE_URL is not set.

[pavel-raykov]

Before this change running an integration test without CL_DATABASE_URL results in panic:

--- FAIL: Test_CCIPBatching_SingleSource (0.06s)
panic: runtime error: invalid memory address or nil pointer dereference [recovered]
	panic: runtime error: invalid memory address or nil pointer dereference

After this change we get a verbose message:

        	Error:      	Received unexpected error:
        	            	path missing from database URL
        	Test:       	Test_CCIPBatching_SingleSource