Clarify error if an unsuitable choice of observatories is passed

If options include eg -o L1 (an unsupported option) a typical error at CIT is

requests.exceptions.HTTPError: 400 Client Error: BAD REQUEST for url: http://datafind.ldas.cit:80/LDR/services/data/v1/gwf/L1/L1_HOFT_C00_AR/1419724818,1419811218/file.json

This is not informative about what the problem is.

As the code already knows what observatories exist, it should error earlier ('Fail Fast and Fail Loudly') before trying to make a doomed request.