[Feature Request]dotnet-symbol should print the module name when symbols can't be found
- Dominant language
- C++
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Description
## Background and Motivation
When running dotnet-symbol often there is a list "ERROR: Not Found ..." messages. When searching for native symbols on linux, it is hard for users to correlate the files being searched for to the relevant module:
```
dotnet-symbol --symbols --internal-server --microsoft-symbol-server --output ./netsymbols /usr/lib/dotnet/dotnet6-6.0.110/shared/Microsoft.NETCore.App/6.0.10/lib*.so
Downloading from https://symweb/
Downloading from [https://msdl.microsoft.com/download/symbols/](https://nam06.safelinks.protection.outlook.com/?url=https%3A%2F%2Fmsdl.microsoft.com%2Fdownload%2Fsymbols%2F&data=05%7C01%7Cnoahfalk%40microsoft.com%7Cea6ccf42e005400a814f08dac6afc627%7C72f988bf86f141af91ab2d7cd011db47%7C1%7C0%7C638040755545947767%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=CMk00S0U7Nj7PfPVPEYv90wdPVZwLrEn39eeIZngKjU%3D&reserved=0)
Writing files to ./netsymbols
ERROR: Not Found: 19ac4339bf8491d5d7f69266279b63524b0d51.debug - 'https://msdl.microsoft.com/download/symbols/_.debug/elf-buildid-sym-4719ac4339bf8491d5d7f69266279b63524b0d51/_.debug'
ERROR: Not Found: 99e3f0049537dd35a906510c21a7979a4775e6.debug - 'https://msdl.microsoft.com/download/symbols/_.debug/elf-buildid-sym-5099e3f0049537dd35a906510c21a7979a4775e6/_.debug'
ERROR: Not Found: 0c2137018ff5e711ad06f0e4930e1d553d9e37.debug - 'https://msdl.microsoft.com/download/symbols/_.debug/elf-buildid-sym-770c2137018ff5e711ad06f0e4930e1d553d9e37/_.debug'
ERROR: Not Found: 58bc25bb9e8dea7f15225ca827b9432d8b8e04.debug - 'https://msdl.microsoft.com/download/symbols/_.debug/elf-buildid-sym-d658bc25bb9e8dea7f15225ca827b9432d8b8e04/_.debug'
```
When users see this they know something didn't work, but they don't know if the failure is expected or if the failure will prevent them from doing what they want to do. If they knew which modules failed to download symbols that would give them some chance of reasoning about it.
## Proposed Feature
Include the module filename in the error output. For example:
```
ERROR: Symbols for libglibc.so not found: 19ac4339bf8491d5d7f69266279b63524b0d51.debug - 'https://msdl.microsoft.com/download/symbols/_.debug/elf-buildid-sym-4719ac4339bf8491d5d7f69266279b63524b0d51/_.debug'
```
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