Error message of `read_parquet(..., columns=['non-existing-column'])` should include column list

[hombit]

Feature request

It would be really nice if, when a user mis-specified a column name in read_parquet(..., columns=[...]), the error message would include the list of all (nested or not) columns. I believe it would also help with lsdb.open_catalog(..., columns=[...]). Right now, it raises a KeyError: "['non-existing-column'] not in index" from pandas.

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