Improved exception thrown when configurations are inaccurate.

[ajoshbiol]

When either the entity name or consumer group is incorrect we get an exception similar to:

The messaging entity 'esconnectorhubnew:eventhub:azureconnector~32766|logstash' could not be found

Where esconnectorhubnew:eventhub:azureconnector is the entity name, ~32766 is an internal id, and logstash is the consumer group. This can be confusing to users trying to debug their issue as it looks like the whole string is the entity name.