Initialization failed message is misleading when using user defined inits

[avehtari]

When using the new CmdStanR to provide inits, I happen to have a case where the initial values have finite lp__, but non-finite gradient. The message coming from stan

stan/src/stan/services/util/initialize.hpp

Line 217 in c746ad2

msg << "Initialization between (-" << init_radius << ", " << init_radius

says "Initialization between (-2, 2) failed after 100 attempts. " which is confusing as fixed init values were used.