Improve error message "Found missing inputs in X_df"

[MarcoGorelli]

Description

Checklist:

• [ ] This PR has a meaningful title and a clear description.
• [ ] The tests pass.
• [ ] All linting tasks pass.
• [ ] The notebooks are clean.

Currently, the error message shows

" \"Found missing inputs in X_df. \"\n", " \"It should have one row per id and date for the complete forecasting horizon

It doesn't show what the expected number of rows is - this would've been really helpful to me yesterday when I was debugging a pipeline

With this PR, it will show:

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[MarcoGorelli]

thanks for your review and suggestion!

[jmoralez]

Can you please include the ones in the line above as well? I think those are more likely to be thousands