Baker/Alpha: fix delegate_without_slots event emission

What

When notifying whether a baker does not have slots at a given level, use the consensus key to find this out instead of the delegate key.

Why

In !15947 (merged) an event was introduced for notifying whether a baker does not have slots at a given level. And we were checking that the consensus key (given at the CLI) equals one of the delegate who has rights at the given level. And we were using their delegate keys, instead of their consensus keys. That is, the conseus key would be different from the delegate key we may wrongly say that the baker does not have slots at the given level.

How

Manually testing the MR

Follow the same approach as in !15947 (merged) and additionally set up a consensus key. (I have not done it yet.)