When this error happens in the context of a backup it can be a bit mystifying as to why the backup is failing. Add some hints to get the user started.
These hints will appear any time a WAL segment can't be found, which makes the hint about the check command redundant when the user is actually running the check command, but it doesn't seem worth trying to exclude the hint in that case.
Suggested by Hans-Jürgen Schönig.
