Fix error message for unknown keys

We now include the correct CLI argument name in the
error message, before we were using the xformed py_name,
which would give use things like --foo_bar instead of --foo-bar.

Error messages for unknown keys now looks like:

```
Error parsing parameter '--policy-attributes': Unknown key 'name', valid choices are: AttributeName, AttributeValue
```
Fix bug for py3 in shorthand error message
Add bug fix to the changelog
Merge branch 'shorthand-unknown-key' into develop

* shorthand-unknown-key:
  Add bug fix to the changelog
  Fix bug for py3 in shorthand error message
  Fix error message for unknown keys