Ensure filename is shown when YAML raises an error (#6139)

* Ensure filename is shown when YAML raises an error

fixes #5423
fixes #5377

* Ensure filename is shown when YAML raises an error

fixes #5423
fixes #5377

* Ensure filename is shown when YAML raises an error

fixes #5423
fixes #5377

* Ensure filename is shown when YAML raises an error

fixes #5423
fixes #5377

* Ensure filename is shown when YAML raises an error

fixes #5423
fixes #5377

tests/unit_tests/fixtures/yaml_util/missing_comp.yaml

@@ -0,0 +1,12 @@
+esphome:
+  name: test
+
+esp32:
+  board: esp32dev
+
+wifi:
+  ap: ~
+
+image:
+  - id: its_a_bug
+    file: "mdi:bug"

tests/unit_tests/test_yaml_util.py

@@ -22,3 +22,23 @@ def test_loading_a_broken_yaml_file(fixture_path):
         yaml_util.load_yaml(yaml_file)
     except EsphomeError as err:
         assert "broken_included.yaml" in str(err)
+
+
+def test_loading_a_yaml_file_with_a_missing_component(fixture_path):
+    """Ensure we show the filename for a yaml file with a missing component."""
+    yaml_file = fixture_path / "yaml_util" / "missing_comp.yaml"
+
+    try:
+        yaml_util.load_yaml(yaml_file)
+    except EsphomeError as err:
+        assert "missing_comp.yaml" in str(err)
+
+
+def test_loading_a_missing_file(fixture_path):
+    """We throw EsphomeError when loading a missing file."""
+    yaml_file = fixture_path / "yaml_util" / "missing.yaml"
+
+    try:
+        yaml_util.load_yaml(yaml_file)
+    except EsphomeError as err:
+        assert "missing.yaml" in str(err)