DOC: Improve error message to show correct order
- [x] closes #23644
- [x] Test udpated for `sections_in_wrong_order`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Hello @dat-boris! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`scripts/tests/test_validate_docstrings.py`](https://github.com/dat-boris/pandas/blob/9a435ce8749b5c6300abc94f97e092663244e817/scripts/tests/test_validate_docstrings.py) !

 - There are no PEP8 issues in the file [`scripts/validate_docstrings.py`](https://github.com/dat-boris/pandas/blob/9a435ce8749b5c6300abc94f97e092663244e817/scripts/validate_docstrings.py) !

 Thank you @datapythonista @TomAugspurger - glad to be able to contribute to Pandas, way overdue! 👍 thanks @dat-boris 