Annex object requests should throw an error when made to the wrong worker

[nellh]

What went wrong?

See #3082 for an example. This error could be caught earlier if the request was rejected instead of succeeding but resulting in a dataset with inaccessible objects.

Expected behavior

These endpoints should throw 400 with an error message indicating the URL is probably incorrect.

How to reproduce

No response

Desktop

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Phone

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Additional information

No response