Throw warning when no images were able to be loaded

If a gallery has an issue having it's images loaded, a warning should be sent.

I'm open to removing the `return;` in this case, but if it's a fixable issue, without the `return;` then the gallery shortcode would be placed with no way to rerun the script.

Also, I added a `continue;` when there's a WP_Error for media_sideload_image, to prevent notices happening due to $attachments not being set.