Related to #37213, #37150

When listing previously-downloaded versions of an external agent, don't
try to use any downloads that are missing the agent entrypoint
(indicating that they're corrupt/unusable), and delete those versions,
so that we can attempt to download the latest version again.

Also report clearer errors when failing to start a session due to an
agent server entrypoint or root directory not existing.

Release Notes:

- N/A