Distinguish missing vs inactive session in Azure system_health check

Address review feedback: only show the friendly "not available" message
when the system_health session truly doesn't exist in
sys.database_event_sessions. If someone creates a database-scoped
session named system_health but forgets to START it, they now get the
original severity-11 "does not exist or is not currently active" error.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

Author: BrentOzar

sp_BlitzLock.sql

@@ -571,6 +571,13 @@ BEGIN
         )
         BEGIN
             IF @EventSessionName = N'system_health'
+            AND NOT EXISTS
+            (
+                SELECT
+                    1/0
+                FROM sys.database_event_sessions AS ses
+                WHERE ses.name = @EventSessionName
+            )
             BEGIN
                 RAISERROR('
 The system_health extended events session is not available in Azure SQL DB.