Fix `datasets.load_from_disk`, `DatasetDict.load_from_disk` and `Dataset.load_from_disk`
## What's in this PR?

After playing around a little bit with 🤗`datasets` in Google Cloud Storage (GCS), I found out some things that should be fixed IMO in the code:

* `datasets.load_from_disk` is not checking whether `state.json` is there too when trying to load a `Dataset`, just `dataset_info.json` is checked
* `DatasetDict.load_from_disk` is not checking whether `state.json` is there too when redirecting the user to load it as `datasets.load_from_disk`, just `dataset_info.json` is checked, which is misleading, as it won't be loadable that way either
* `Dataset.load_from_disk` is missing the `extract_path_from_uri` call before checking in the `fs` whether `dataset_info.json` and `dataset_dict.json` exist, which when using `gcsfs` leads to 400 error code (not blocking) due to `gcsfs.retry.HttpError: Invalid bucket name: 'gs:', 400`
* And, finally, the exception messages are a little bit misleading / incomplete IMO so I've tried to include all the relevant information in the messages to avoid issues when interpreting the exceptions