##### 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
```

self._workers = []
        for i in range(num):
            self._workers.append(None)
    def load_callbacks(self):
        '''
        Loads all available callbacks, with the exception of those which
        utilize the CALLBACK_TYPE option. When CALLBACK_TYPE is set to 'stdout',
        only one such callback plugin will be loaded.
        '''
        if self._callbacks_loaded:
            return
        stdout_callback_loaded = False
        if self._stdout_callback is None:
            self._stdout_callback = C.DEFAULT_STDOUT_CALLBACK
        if isinstance(self._stdout_callback, CallbackBase):
            stdout_callback_loaded = True
        elif isinstance(self._stdout_callback, string_types):
            if self._stdout_callback not in callback_loader:
                raise AnsibleError("Invalid callback for stdout specified: %s" % self._stdout_callback)
            else:
                self._stdout_callback = callback_loader.get(self._stdout_callback)