Move implementation of perror_with_name to gdbsupport

Move implementation of perror_with_name to gdbsupport

gdbsupport/errors.h declares perror_with_name and leaves the
implementation to the clients.

However gdb and gdbserver's implementations are essentially the
same, resulting in unnecessary code duplication.

Fix this by implementing perror_with_name in gdbsupport.  Add an
optional parameter for specifying the errno used to generate the
error message.

Also move the implementation of perror_string to gdbsupport since
perror_with_name requires it.

Approved-By: Tom Tromey <tom@tromey.com>