Agreed! Few things anger me more than when a program simply reports, "File not found"... OK, which file? Where were you looking for said file?
I know how we get here, people simply report the error from the OS w/out adding context. This is why I love anyhow reporting in Rust, you can attach context (like the file name and path) to the error.
In log-store.com I report the default name of the config file (you can specify it via cmdline if you want), and the 3 locations and order searched, if the config file isn't found. I also have it report the file being used, so if you expected the file in /etc, but you accidentally had one in your home directory, you'll know on startup.