exp run: Better handling `hydra` errors

[daavoo]

Could be worth it to check that config_dir/config_name exists and properly handle that case, right now if you run exp run -v with a non-existing config, you get the following:

ERROR: unexpected error - Cannot find primary config 'nonexisting'. Check that it's in your config search path.

Config search path: provider=hydra, path=pkg://hydra.conf provider=main, path=file:///home/dtrifiro/dvc/hydra_conf provider=schema, path=structured://

_Originally posted by @dtrifiro in https://github.com/iterative/dvc/pull/8093#discussion_r959643630_