docs(skills): clarify LocalDirLazySkillSource host paths

[MukundaKatta]

Summary

• improve the lazy skills error message to explain that LocalDirLazySkillSource expects a host filesystem path
• include the configured source path in the error context
• document the host-path requirement in the sandbox skills guides
• add a regression test covering the improved error context

Why

Windows users can end up passing a path that exists inside the sandbox image or workspace rather than the original host path. When that happens, the current error is too vague to explain what went wrong. This change makes the failure mode clearer and documents the intended setup.

Fixes #2991.

Verification

• git diff --check
• attempted targeted pytest, but local repo dependencies were not installed in this checkout (openai missing), so full test execution was not available here

[MukundaKatta]

Closing — lint failure, not going to push fixes.