fix: improve gateway secret capture guidance message

The old message referenced 'hermes setup' which doesn't handle
skill-specific env vars. Updated to direct users to load the skill
in the local CLI (which triggers the secure prompt) or add the key
to ~/.hermes/.env manually.

tests/agent/test_skill_commands.py

@@ -192,7 +192,7 @@ Generate some audio.
                 msg = build_skill_invocation_message("/test-skill", "do stuff")
 
         assert msg is not None
-        assert "hermes setup" in msg.lower()
+        assert "local cli" in msg.lower()
 
     def test_preserves_remaining_remote_setup_warning(self, tmp_path, monkeypatch):
         monkeypatch.setenv("TERMINAL_ENV", "ssh")