update astype keyerror msg (#44487)

Author: endremborza

pandas/core/generic.py

@@ -5837,7 +5837,8 @@ def astype(
                 if col_name not in self:
                     raise KeyError(
                         "Only a column name can be used for the "
-                        "key in a dtype mappings argument."
+                        "key in a dtype mappings argument. "
+                        f"'{col_name}' not found in columns."
                     )
 
             # GH#44417 cast to Series so we can use .iat below, which will be

pandas/tests/frame/methods/test_astype.py

@@ -222,10 +222,13 @@ def test_astype_dict_like(self, dtype_class):
         # in the keys of the dtype dict
         dt4 = dtype_class({"b": str, 2: str})
         dt5 = dtype_class({"e": str})
-        msg = "Only a column name can be used for the key in a dtype mappings argument"
-        with pytest.raises(KeyError, match=msg):
+        msg_frame = (
+            "Only a column name can be used for the key in a dtype mappings argument. "
+            "'{}' not found in columns."
+        )
+        with pytest.raises(KeyError, match=msg_frame.format(2)):
             df.astype(dt4)
-        with pytest.raises(KeyError, match=msg):
+        with pytest.raises(KeyError, match=msg_frame.format("e")):
             df.astype(dt5)
         tm.assert_frame_equal(df, original)