Refactor error messages for unsupported providers in pg_locale.c

Refactor error messages for unsupported providers in pg_locale.c

These code paths should not be reached normally, but if they are an
error with "(null)" as information for the collation provider would show
up if no locale is set, while we can assume that we are referring to
libc.

This refactors the code so as the provider is always reported even if no
locale is set.  The name of the function where the error happens is
added, while on it, as it can be helpful for debugging.

Issue introduced by d87d548cd030, so backpatch down to 16.

Author: Michael Paquier, Ranier Vilela
Reviewed-by: Jeff Davis, Kyotaro Horiguchi
Discussion: https://postgr.es/m/7073610042fcf97e1bea2ce08b7e0214b5e11094.camel@j-davis.com
Backpatch-through: 16