Improve style of some replication-related error messages.

Improve style of some replication-related error messages.

Put the remote end's error message into the primary error string,
instead of relegating it to errdetail().  Although this could end up
being awkward if the remote sends us a really long error message,
it seems more in keeping with our message style guidelines, and more
helpful in situations where the errdetail could get dropped.

Peter Smith

Discussion: https://postgr.es/m/CAHut+Ps-Qv2yQceCwobQDP0aJOkfDzRFrOaR6+2Op2K=WHGeWg@mail.gmail.com