Fix lexing of U& sequences just before EOF.

Commit a5ff502fceadc7c203b0d7a11b45c73f1b421f69 was a brick shy of a load
in the backend lexer too, not just psql.  Per further testing of bug #9068.

In passing, improve related comments.
Rephrase text to avoid links in regress.sgml

Otherwise, the standalone regress_README build gets unhappy.
Fix comparison of an array of characters with zero to compare with '\0' instead.

Report from Andres Freund.
Improve connection-failure error handling in contrib/postgres_fdw.

postgres_fdw tended to say "unknown error" if it tried to execute a command
on an already-dead connection, because some paths in libpq just return a
null PGresult for such cases.  Out-of-memory might result in that, too.
To fix, pass the PGconn to pgfdw_report_error, and look at its
PQerrorMessage() string if we can't get anything out of the PGresult.

Also, fix the transaction-exit logic to reliably drop a dead connection.
It was attempting to do that already, but it assumed that only connection
cache entries with xact_depth > 0 needed to be examined.  The folly in that
is that if we fail while issuing START TRANSACTION, we'll not have bumped
xact_depth.  (At least for the case I was testing, this fix masks the
other problem; but it still seems like a good idea to have the PGconn
fallback logic.)

Per investigation of bug #9087 from Craig Lucas.  Backpatch to 9.3 where
this code was introduced.
Merge remote-tracking branch 'origin/master' into lsn
Change type name to pglsn