Check that consensus timestamp lists is initialied and has at list one item

Working on #30909 (moved) realized that even if I realized that when checking if len(self._consensus_timestamps) >= 1, in the case that self._consensus_timestamps wouldn't not be initialized, it'd give a type error. That doesn't currently happen because that code is call after the __init__ method. It'd still be safer to to check that it's been initialized.