MINOR: protocol: report the file and line number for binding/listening errors

MINOR: protocol: report the file and line number for binding/listening errors

Binding errors and late socket errors provide no information about
the file and line where the problem occurs. These are all done by
protocol_bind_all() and they only report "Starting proxy blah". Let's
change this a little bit so that:
  - the file name and line number of the faulty bind line is alwas mentioned
  - early binding errors are indicated with "Binding" instead of "Starting".

Now we can for example have this:
  [WARNING]  (18580) : Binding [binderr.cfg:10] for proxy http: cannot bind receiver to device 'eth2' (No such device) [0.0.0.0:1080]