Sanity-check Z2 endstop assigned to a nonexistent pin.

Marlin/SanityCheck.h

 #elif defined(DISABLE_MAX_ENDSTOPS) || defined(DISABLE_MIN_ENDSTOPS)
   #error "DISABLE_MAX_ENDSTOPS and DISABLE_MIN_ENDSTOPS deprecated. Use individual USE_*_PLUG options instead."
 #elif ENABLED(Z_DUAL_ENDSTOPS) && !defined(Z2_USE_ENDSTOP)
-  #error "Z_DUAL_ENDSTOPS settings are simplified. Just set Z2_USE_ENDSTOP to the endstop you want to repurpose for Z2"
+  #error "Z_DUAL_ENDSTOPS settings are simplified. Just set Z2_USE_ENDSTOP to the endstop you want to repurpose for Z2."
 #elif defined(LANGUAGE_INCLUDE)
   #error "LANGUAGE_INCLUDE has been replaced by LCD_LANGUAGE. Please update your configuration."
 #elif defined(EXTRUDER_OFFSET_X) || defined(EXTRUDER_OFFSET_Y)
 #elif ENABLED(Z_DUAL_ENDSTOPS)
   #if !Z2_USE_ENDSTOP
     #error "You must set Z2_USE_ENDSTOP with Z_DUAL_ENDSTOPS."
+  #elif Z2_MAX_PIN == 0 && Z2_MIN_PIN == 0
+    #error "Z2_USE_ENDSTOP has been assigned to a nonexistent endstop!"
   #elif ENABLED(DELTA)
     #error "Z_DUAL_ENDSTOPS is not compatible with DELTA."
   #endif