fix: custom modifier / new parameter support and test

[lukasheinrich]

Description

this fixes a bug in #1625 and a test that would catch it

Checklist Before Requesting Reviewer

• Tests are passing
• "WIP" removed from the title of the pull request
• Selected an Assignee for the PR to be responsible for the log summary

Before Merging

For the PR Assignees:

• Summarize commit messages into a comprehensive review of the PR

* Fix a regression introduced in PR #1625
* Check that the poi set is an existing parameter in the model
* Add tests for custom modifiers to cover the use case and make sure it's caught

[codecov]

Codecov Report

Merging #1644 (cefe78b) into master (10e22fd) will not change coverage.
The diff coverage is 100.00%.

@@           Coverage Diff           @@
##           master    #1644   +/-   ##
=======================================
  Coverage   98.03%   98.03%           
=======================================
  Files          63       63           
  Lines        4129     4129           
  Branches      566      566           
=======================================
  Hits         4048     4048           
  Misses         48       48           
  Partials       33       33           

Flag	Coverage Δ
contrib	24.99% <0.00%> (ø)
unittests	97.82% <100.00%> (ø)

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
src/pyhf/pdf.py	97.70% <100.00%> (ø)

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[kratsg]

We need a test to assert that we can catch the exception correctly.

[lukasheinrich]

@kratsg added

[matthewfeickert]

LGTM. 👍 Thanks @lukasheinrich — this is great!