unhelpful error message in KNearNeigh

[sschmidt23]

See #120 in rail_base here, I'm pretty sure this is because we do not have a check that the bands, ref_band, and bands in mag_limits dict are actually present in the data. Often times people specify the bands correctly, but forget to include a mag_limits dict with the updated names, which can cause an error, so we just need to add those checks and some helpful error messages

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