Show problem columns for "ArgumentError: missing values in key columns are not allowed when matchmissing == :error"

[jariji]

When this error comes up

ArgumentError: missing values in key columns are not allowed when matchmissing == :error

it would be helpful to report which columns (in which tables) are the problem.

[bkamins]

OK. How would you refer to the tables? (the issue is innerjoin/outerjoin which allow for passing multiple tables, but maybe saying left/right table is enough to cover most common cases?)

[jariji]

"In DataFrame 2, column foo"

[bkamins]

In #3349 I proposed to use left/right data frame terminology.

[jariji]

That's probably best for two-argument cases. If the problem is in the third of 4, I'd rather it say DataFrame 3 than "the right DataFrame".

[bkamins]

I know, but:

1. The good thing is that "left" essentially means 1st, and "right" means 2nd or later, so the message is correct.
2. The implementation of a multi-argument case is recursive, and we would need to redesign the implementation to handle it. I was not sure it was worth doing it (as probably in practice 2-argument case is most common).