Remove DEBUG_ERROR_LOCATIONS support

It wasn't being used and it added too much complexity to the
error-handling functions.
Define k5_setmsg internal alias

This is just a shorter internal name for krb5_set_error_message.  The
full name is so long that we have to wrap error messages more than
we'd like.
Use k5_setmsg

Replace most calls to krb5_set_error_message with k5_setmsg for
brevity.  Leave alone plugin sources where we don't include k5-int.h
(mostly PKINIT).