session-loader: Don't loop forever when we don't find a file in any multi component

[wz1000]

We add a check for if the current file is a target we know about, and emit a diagnostic if that is the case, refusing to load the file in.

This doesn't change the implicit adding of the current file as a target for a single component case, as we need the old behaviour to support bare GHC/Direct cradles where not all targets may be listed.

TODO: add test case

[michaelpj]

Is this related to https://github.com/haskell/haskell-language-server/issues/4046 ?

[wz1000]

Is this related to #4046 ?

I don't think so