Raise SettingsFileNotFound instead of LocalSettingsError

When a settings file doesn't exist, raise this new exception because
it's more informative.
Handle local.cfg#section file names in load_and_check_settings()

Before, if the file name included a section, the file wouldn't get
loaded (because it would appear to be non-existent), which would mean
the base settings wouldn't get loaded, which would mean settings would
be prompted for even if they were present.