Improve parameter checks or allow mixing parameters and functions when setting sensitivities

**Summary**
When setting sensitivities (sensibs) the current API inconsistently handles mixing parameters and functions. Need to either enforce clearer validation with better errors or support the mixed usage.

**Decision Needed**
Do we (A) strictly enforce separation with clear errors, or (B) support mixing? This issue covers implementing whichever path is chosen (may split later if needed).

TODO from: https://github.com/jump-dev/DiffOpt.jl/pull/281