Close #7559: ImportError when loading a test now shown as ImportError.

Previously the ImportError was only shown if the top level containing
package failed to import, with other ImportErrors showing up as
AttributeError - hiding the real cause. As part of this,
`TestLoader.loadTestsFromNames` now captures errors to self.errors.
diff --git a/Doc/library/unittest.rst b/Doc/library/unittest.rst
index 375defa..355e31f 100644
--- a/Doc/library/unittest.rst
+++ b/Doc/library/unittest.rst
@@ -1629,6 +1629,12 @@
 
       The method optionally resolves *name* relative to the given *module*.
 
+   .. versionchanged:: 3.5
+      If an :exc:`ImportError` or :exc:`AttributeError` occurs while traversing
+      *name* then a synthetic test that raises that error when run will be
+      returned. These errors are included in the errors accumulated by
+      self.errors.
+
 
    .. method:: loadTestsFromNames(names, module=None)