[Core] Throw an error when the OAI_CONFIG_LIST is missing. (#1082)

* Throw an explicit and proper error when someone asks to load the OAI_CONFIG_LIST, and it is missing.

* Updated to use pytest.raises. Added docstring. Updated some tests to not try to load the config_list when skipping OAI tests.

* Fixed wrong indentation in config_list_from_json, and updated test_utils to work with non-empty lists.

* Read key location from global constants.

* Added missingpath.

* Moved config_list_from_json to inside a skip check.