Fix location when reporting errors in another file

[Alidra]

This PR fixes the issue #1299 .
The new solution checks the error is located in the same file.
If not, the error is reported on the import command displaying the location in the imported file

[Alidra]

@nicomarg can you try this fix on your initial file please?

[fblanqui]

@Alidra is this PR ready to be merged?

[Alidra]

@fblanqui, I revert the last commit that removes all the OK diagnistics.
We can merge this PR to fix the location error and create a new one the better handle the diagnostics (we still need to discuss what a typical LP user want to see in terms of message and location)