Raise descriptive error message when index.json is corrupted

[karan6181]

Description of changes:

• Raise a descriptive error message when index.json is empty or corrupted.
• Raise a descriptive error message when shards is empty in index.json file.
• Added test case for both

Issue #, if available:

STR-42

Merge Checklist:

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General

• I have read the contributor guidelines
• This is a documentation change or typo fix. If so, skip the rest of this checklist.
• I certify that the changes I am introducing will be backward compatible, and I have discussed concerns about this, if any, with the MosaicML team.
• I have updated any necessary documentation, including README and API docs (if appropriate).

Tests

• I ran pre-commit on my change. (check out the pre-commit section of prerequisites)
• I have added tests that prove my fix is effective or that my feature works (if appropriate).
• I ran the tests locally to make sure it pass. (check out testing)
• I have added unit and/or integration tests as appropriate to ensure backward compatibility of the changes.