[Enhancement]: Unfriendly Error Messages of `OnlineEmbeddingModule`

[chenzhex]

Current Behavior

When I use this module like this, the error message is confusing because lazyllm supports the model but reports an error KeyError.

Improvement Suggestions

Optimize the error experience and put the keyword of embed_model_name in the first place, just like OnlineModule.

Benefits of Improvement

It helps users maintain a consistent syntax.