http2: enhance error messages on Curl_dyn* upon receiving headers

http2: enhance error messages on Curl_dyn* upon receiving headers

This is a partial fix of #16535. The error message format is borrowed
from the existing code[1].

Sample message before:
    curl: (56) process_pending_input: nghttp2_session_mem_recv() returned -902:The user callback function failed

Sample message after:
    curl: (56) Error receiving HTTP2 header: 100(A value or data field grew larger than allowed)

[1]: https://github.com/curl/curl/blob/df672695e5992ad9b99819e9950de682e243cb48/lib/http2.c#L1999-L2000

Closes #16536