Build a startup error message that tells the user how to escape.
The wrapped error from ModelFactory::create already explains WHAT
failed (auth, 404, network); this wrapper appends WHAT TO DO so a
user with a stale or unauthenticated last_used_model doesn’t have
to dig through docs to recover. Used by both startup paths
(interactive Orchestrator::run + non-interactive
run_non_interactive in main.rs).