Validate connection section in direct upload config

For some reason, Settingslogic doesn't always provide the right error message when the connection block is omitted. Sometimes it erroneously attributes the error section to a different part of the YAML (e.g. backup, dependency_proxy).

This commit adds on more information on which connection block is missing from the gitlab.yml (e.g. LFS, artifacts, or uploads).

Closes #38258 (closed)