More precise ErrorKind::NotFound errors (#15149)

In this PR, the two new variants for `ErrorKind`, `FileNotFound`
and `DirectoryNotFound` with a nice `not_found_as` method for the
`ErrorKind` to easily specify the `NotFound` errors. I also updated some
places where I could of think of with these new variants and the message
for `NotFound` is no longer "Entity not found" but "Not found" to be
less strange.

closes #15142
closes #15055

crates/nu-command/tests/commands/nu_check.rs

@@ -172,7 +172,7 @@ fn file_not_exist() {
             "
         ));
 
-        assert!(actual.err.contains("nu::shell::io::not_found"));
+        assert!(actual.err.contains("nu::shell::io::file_not_found"));
     })
 }