Add a warning in case embark-consult cannot be loaded

A missing embark-consult package seems to be a common issue. Warn about it.

README.org

@@ -189,10 +189,10 @@ sets:
   package menu mode.
 
   If you use the grepping commands from the [[https://github.com/minad/consult/][Consult]] package,
-  =consult-grep=, =consult-git-grep= or =consult-ripgrep=, then you'll
-  probably want to install and load the =embark-consult= package, which
-  adds support for exporting a list of grep results to an honest
-  grep-mode buffer, on which you can even use [[https://github.com/mhayashi1120/Emacs-wgrep][wgrep]] if you wish.
+  =consult-grep=, =consult-git-grep= or =consult-ripgrep=, then you should
+  install the =embark-consult= package, which adds support for exporting a
+  list of grep results to an honest grep-mode buffer, on which you can
+  even use [[https://github.com/mhayashi1120/Emacs-wgrep][wgrep]] if you wish.
 
 When in doubt choosing between exporting and collecting, a good rule
 of thumb is to always prefer =embark-export= since when an exporter to a

embark.el

@@ -3259,6 +3259,14 @@ PRED is a predicate function used to filter the items."
 
 ;;; Integration with external completion UIs
 
+;; consult
+
+(with-eval-after-load 'consult
+  (unless (require 'embark-consult nil 'noerror)
+    (warn "The package embark-consult should be installed if you use both Embark and Consult")))
+
+;; marginalia
+
 ;; Ensure that the Marginalia cache is reset, such that
 ;; `embark-toggle-variable-value' updates the display (See #540).
 (with-eval-after-load 'marginalia