m_watch Be more strict when checking whether the watch list of a user is full

After a rehash MAX_WATCH can become lower than it was before
Filter out newlines from error messages on Windows
Change FormatMessage() usage in DLLManager::RetrieveLastError() to match SocketEngine::LastError()

See 4451fd13a1accec8d7c2b1bb7fdafd6e50a2566b