More fine-grained taxonomy of error types
related: #4995

**Is your feature request related to a problem? Please describe.**

Exceptions like `FileNotFoundError` can be raised by different parts of the code, and it's hard to detect which one did

**Describe the solution you'd like**

Give a specific exception type for every group of similar errors

**Describe alternatives you've considered**

Rely on the error message, using regex
