Add more details to divergence warnings

[github-actions[bot]]

This is an auto-generated issue, triggered by the even-with-pymc3 workflow.

There have been new commits to pymc3/sampling.py or pymc3/step_methods/hmc/ since yesterday: please see the latest run of the even-with-pymc3 GitHub Action and consider if these commits are worth mirroring in littlemcmc.

[eigenfoo]

Upstream PR: https://github.com/pymc-devs/pymc3/pull/3990

This adds more details to the divergence warnings, which will be very helpful here.