Add more asserts to catch bad changes

[kilograham]

There were some changes in 2.0.0 related to moving BOARD header parsing into the toolchain search (so we can auto set the platform)

This means you cannot change PICO_BOARD as late as you could before:

see https://github.com/raspberrypi/pico-feedback/issues/411

We could remember the setting at toolchain file and check it hasn't been changed later to help the user out