If no contests recognized, report list of unrecognized contests

[sfsinger19103]

If on data loading there is at least one contest found, the error report will contain the names of all unfound contests. This is very helpful for figuring out what why nothing was recognized! But if no contests were found, the error report does not give any of the names not found.

• Change error reporting
• Change User_Guide accordingly, recommending that users simply run their file first to get contest strings
• Change Sample_Session accordingly if necessary

[sfsinger19103]

Actually, error reporting is OK. Just need to change documentation to be sure folks find what they need.