Give a CI error message when lazylinker_c.c missing

[maresb]

Without this, when lazylinker_c.c is missing, the CI suddenly errors without any message.

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[codecov]

Codecov Report

Merging #1383 (6da16f4) into main (0b6b8df) will not change coverage.
The diff coverage is n/a.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1383   +/-   ##
=======================================
  Coverage   74.69%   74.69%           
=======================================
  Files         195      195           
  Lines       49748    49748           
  Branches    10529    10529           
=======================================
  Hits        37157    37157           
  Misses      10266    10266           
  Partials     2325     2325