more verbose merge errors

[KyleHaynes]

@MichaelChirico addressing #6556, let me know what you think.

Would you generally update NEWS.md or do any tests for something like this? Happy to do either.

require(data.table)
a = data.table(a = letters, b = letters)
b = data.table(c = letters, b = letters)

merge(a, b, by = c("a", "b"))
# Error in merge.data.table(a, b, by = c("a", "b")) :
#   Elements listed in `by` must be valid column names in x and y.
#   Missing from `y`: a
merge(a, b, by = c("a", "b", "dd"))
# Error in merge.data.table(a, b, by = c("a", "b", "dd")) :
#   Elements listed in `by` must be valid column names in x and y.
#   Missing from `x`: dd
#   Missing from `y`: a, dd
merge(a, b, by = c("a"))
# Error in merge.data.table(a, b, by = c("a")) :
#   Elements listed in `by` must be valid column names in x and y.
#   Missing from `y`: a
merge(a, b, by.x = c("a"), by.y = c("a"))
# Error in merge.data.table(a, b, by.x = c("a"), by.y = c("a")) :
#   Elements listed in `by.y` must be valid column names in y.
#   Missing from `y`: a

Fixes #6556

[KyleHaynes]

@MichaelChirico - going to close this, will resubmit (in a day or 2) and attempt to close off a few more (e.g. #6512).

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 98.62%. Comparing base (e4b0bbb) to head (e8c9fe8).

Additional details and impacted files

@@           Coverage Diff           @@
##           master    #6689   +/-   ##
=======================================
  Coverage   98.61%   98.62%           
=======================================
  Files          79       79           
  Lines       14559    14571   +12     
=======================================
+ Hits        14358    14370   +12     
  Misses        201      201           

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