CI stages: Surface which one was incorrectly chosen

What does this MR do and why?

Closes #478785

Kudos to @tmeijn who provided the core of the solution. I just applied it to the required files, but without ( & ) to make the message flow more similar to how it is.

A complete rearrangement and better formatting along the lines of …

❗ Your job #{name} can not be generated, because its required stage #{job[:stage]} does not exist in your pipeline definition. Does #{job[:stage]} :copy-button: need to be added to your stages: list? Those are currently only: #{@stages.join(", ")}

… might be neat as well, for more convenient copy-pasting. Maybe as a follow-up 🤷

MR acceptance checklist

Please evaluate this MR against the MR acceptance checklist. It helps you analyze changes to reduce risks in quality, performance, reliability, security, and maintainability.

Screenshots or screen recordings

Before

After

In combination, this seems easier than listing all other stages apart from the problematic one, while still pointing users into the right direction.

How to set up and validate locally

0. Checkout this branch
1. Use .gitlab-ci.yml with stages: definition that does not contain any test, and then add any of our security scanners:

stages:
    - overwrite_all

include:
  - template: Security/DAST.gitlab-ci.yml