Make new_error_socket() into a printf-style function.

Almost all the call sites were doing a cumbersome dupprintf-use-free
cycle to get a formatted message into an ErrorSocket anyway, so it
seems more sensible to give them an easier way of doing so.

The few call sites that were passing a constant string literal
_shouldn't_ have been - they'll be all the better for adding a
strerror suffix to the message they were previously giving!