External markdown: Mention that a http server is required

People may be surprised to find out nothing happens if they just
open a presentation html with an external markdown file using
the file:/// protocol, let them know they need a server for that.
Show an alert when loading an external Markdown file fails

1. Show an alert when loading the file throws an exception
2. Whenever the status isn't success (2xx) - upon exception of e.g.
  "file not found" - replace the section's content with information
  about the failure (instead of being silent about it and showing
  a blank slide).

We need to inform the user something went wrong, not just be silent
about it. An experienced developer, upon seing a blank slide, will
likely check the javascript console - but the rest will profit from
being told about the problem (and solution) explicitely.