Fixed another potential blank error message

I also added comments where appropriate, because it took far too long to understand what was going on when reviewing the commit that fixed the original bug.

PKHeX.Core/Saves/SaveUtil.cs

@@ -539,7 +539,7 @@ public static SaveFile GetBlankSAV(int generation, string OT)
         /// </summary>
         /// <param name="folderPath">Folder to look within</param>
         /// <param name="deep">Search all subfolders</param>
-        /// <param name="result">Full path of all save files that match criteria.</param>
+        /// <param name="result">If this function returns true, full path of all save files that match criteria. If this function returns false, the error message, or null if the directory could not be found</param>
         /// <returns>Boolean indicating whether or not operation was successful.</returns>
         public static bool GetSavesFromFolder(string folderPath, bool deep, out IEnumerable<string> result)
         {

PKHeX.WinForms/MainWindow/Main.cs

@@ -181,7 +181,7 @@ private void FormLoadInitialFiles(string[] args)
                 try
                 {
                     if (!DetectSaveFile(out string path) && path != null)
-                        WinFormsUtil.Error(path);
+                        WinFormsUtil.Error(path); // `path` contains the error message
 
                     if (path != null && File.Exists(path))
                         OpenQuick(path, force: true);

PKHeX.WinForms/Util/PathUtilWindows.cs

@@ -44,7 +44,9 @@ public static string[] Get3DSBackupPaths(string root)
         /// <summary>
         /// Detects a save file.
         /// </summary>
-        /// <returns>Full path of a save file. Returns null if unable to find any.</returns>
+        /// <param name="path">If this function returns true, full path of a save file or null if no path could be found. If this function returns false, this parameter will be set to the error message.</param>
+        /// <param name="extra">Paths to check in addition to the default paths</param>
+        /// <returns>A boolean indicating whether or not a file was detected</returns>
         public static bool DetectSaveFile(out string path, params string[] extra)
         {
             string path3DS = Path.GetPathRoot(Get3DSLocation());
@@ -59,10 +61,11 @@ public static bool DetectSaveFile(out string path, params string[] extra)
             {
                 if (!SaveUtil.GetSavesFromFolder(p, true, out IEnumerable<string> files))
                 {
-                    if (files == null)
-                        continue;
-                    path = files.First(); // error
-                    return false;
+                    if (files != null) // Could be null if `p` doesn't exist
+                    {
+                        path = string.Concat(Environment.NewLine, files); // `files` contains the error message
+                        return false;
+                    }
                 }
                 possiblePaths.AddRange(files);
             }

PKHeX.WinForms/Util/WinFormsUtil.cs

@@ -228,8 +228,8 @@ public static bool OpenSAVPKMDialog(string[] Extensions, out string path)
             string pathCache = CyberGadgetUtil.GetCacheFolder();
             if (Directory.Exists(pathCache))
                 cgse = Path.Combine(pathCache);
-            if (!PathUtilWindows.DetectSaveFile(out path, cgse))
-                Error(path);
+            if (!PathUtilWindows.DetectSaveFile(out path, cgse) && !string.IsNullOrEmpty(path))
+                Error(path); // `path` contains the error message
 
             if (path != null)
             { ofd.FileName = path; }