Adding tests for Exception error messages

If any contributor is feeling up for it, it would be good to add unit tests that check that appropriate error messages are getting raised in various situations not yet covered. It seems that a few error messages were previously incorrectly formatted, because we don't have unit tests for some of these exceptions.

We have some such unit tests already, which look like this:

with pytest.raises(ValueError) as e_info:
      generator.flow((images, x_misc_err), np.arange(dsize), batch_size=3)
      assert 'All of the arrays in' in str(e_info.value)