Add messages to exceptions and slightly refactor exception handling.

This allows expecting those exceptions in test classes.

If a session was not found in database this will result in http 404,
if the session is not accessable for the current user the request will
result in http 403.

The old behavior was to check for null. This was the response if the
session was not found or the current user could not access this session
(not owner and inactive sessions). Both ended up with http 404 - not found.