[CDF-25266] 😅 Missing dependency (#1824)

# Description

In addition to fixing the bug if displaying the error message, I also
improved the wording a bit.
<img width="1112" height="274" alt="image"
src="https://github.com/user-attachments/assets/073137ea-5422-4792-8fb7-49add6a8e942"
/>


## Changelog

- [x] Patch
- [ ] Minor
- [ ] Skip

## cdf

### Fixed

- When running `cdf build`, Toolkit now warns about dependencies that
are not in CDF and local configuration.

## templates

No changes.
