[core] Add error message if LoadPlugin fails

[silverweed]

This makes some failures more understandable, e.g. if you try to open a remote file with a version of root that has no xrootd support. It's not a great error, but at least it directs you closer to the cause of the error.
Practical example:

Before the change:

$ rootcp --recreate root://eospublic.cern.ch//eos/root-eos/h1/dstarmb.root copy_remote.root
Error in <rootcp>: Failed to open file 'root://eospublic.cern.ch//eos/root-eos/h1/dstarmb.root'

After the change:

$ rootcp --recreate root://eospublic.cern.ch//eos/root-eos/h1/dstarmb.root copy_remote.root 
Error in <TPluginHandler::LoadPluginImpl>: Failed to load plugin NetxNG
Error in <TPluginHandler::LoadPluginImpl>: Failed to load plugin NetxNG
Error in <rootcp>: Failed to open file 'root://eospublic.cern.ch//eos/root-eos/h1/dstarmb.root'

[github-actions]

Test Results

    23 files      23 suites   3d 14h 36m 20s ⏱️
 3 874 tests  3 852 ✅   0 💤 22 ❌
78 806 runs  78 659 ✅ 123 💤 24 ❌

For more details on these failures, see this check.

Results for commit 9d6cb20.