[gdb/testsuite] Fix error message for cmd with trailing newline

[gdb/testsuite] Fix error message for cmd with trailing newline

I noticed that the error message in gdb_test_multiple about trailing newline
in a command does not mention the offending command, nor the word command:
...
    if [string match "*\[\r\n\]" $command] {
        error "Invalid trailing newline in \"$message\" test"
    }
...

Fix this by using instead:
...
        error "Invalid trailing newline in \"$command\" command"
...

Also add a test-case to trigger this: gdb.testsuite/gdb-test.exp.

Tested on x86_64-linux.