Add a short explanation to Zadig the troubleshooting section (#7110)
* Add a short explanation to the troubleshooting section
While translating I noticed that the troubleshooting section could use a
little bit more explanation. @Yanfali was so kind to chime in on this on
discord and explained that this was ment for people who accidently
forget to put their board in bootloader mode, so I added this as a
possible common mistake.
Also fixed the spelling of Msys2 to MSYS2 and Halfkay to HalfKay as
these are the official spellings they use themselves.