##### SUMMARY
If `callback_whitelist` contains a FQCN that does not exist, Ansible will crash:
```
ERROR! Unexpected Exception, this is probably a bug: 'NoneType' object has no attribute 'set_options'
the full traceback was:

Traceback (most recent call last):
  File "ansible/bin/ansible-playbook", line 123, in <module>
    exit_code = cli.run()
  File "ansible/lib/ansible/cli/playbook.py", line 127, in run
    results = pbex.run()
  File "ansible/lib/ansible/executor/playbook_executor.py", line 99, in run
    self._tqm.load_callbacks()
  File "ansible/lib/ansible/executor/task_queue_manager.py", line 165, in load_callbacks
    callback_obj.set_options()
AttributeError: 'NoneType' object has no attribute 'set_options'
```
This happens since #66128 (unsurprisingly). This is easy to fix by changing line 165 to
```
            if callback_obj is not None:
                callback_obj.set_options()
```
but this only fixes the symptom (crash), not the cause (no handling when callback not found).

I guess a better behavior would be to:
```
            if callback_obj is None:
                raise AnsibleError("Cannot find callback: %s" % callback_plugin_name)
```
or at least print a warning. Since I'm not sure what the correct behavior is, I'm creating this issue.

##### ISSUE TYPE
- Bug Report

##### COMPONENT NAME
lib/ansible/executor/task_queue_manager.py

##### ANSIBLE VERSION
```paste below
2.9
devel
```

if getattr(callback_plugin, 'disabled', False):
                continue
            
            methods = []
            for possible in [method_name, 'v2_on_any']:
                gotit = getattr(callback_plugin, possible, None)
                if gotit is None:
                    gotit = getattr(callback_plugin, possible.replace('v2_', ''), None)
                if gotit is not None:
                    methods.append(gotit)
            
            new_args = []
            for arg in args:
                
                if isinstance(arg, TaskResult):
                    new_args.append(arg.clean_copy())
                
                
                else:
                    new_args.append(arg)
            for method in methods:
                try:
                    method(*new_args, **kwargs)
                except Exception as e:
                    
                    display.warning(u"Failure using method (%s) in callback plugin (%s): %s" % (to_text(method_name), to_text(callback_plugin), to_text(e)))
                    from traceback import format_tb
                    from sys import exc_info
                    display.vvv('Callback Exception: \n' + ' '.join(format_tb(exc_info()[2])))