remotecfg: better handling of --storage.path directory

[tpaschalis]

What's wrong?

Right now, if the --storage.path directory is deleted while Alloy is running, any components that make use of it (like prometheus.remote_write for its WAL) cannot gracefully recover and will just report errors about not being able to read/write their segments.

I'm not yet sure if this only applies to remotecfg or to components in the local configuration as well, but it's worth looking into

Steps to reproduce

1. Run Alloy with a remotecfg that uses a prometheus.remote_write component.
2. Delete the data-alloy directory
3. See logs

System information

No response

Software version

No response

Configuration

Logs