Distinguish between AcquireExternalFD and epoll_create1 / kqueue failing

The error messages in CreateWaitEventSet() made it hard to know whether the
syscall or AcquireExternalFD() failed. This is particularly relevant because
AcquireExternalFD() imposes a lower limit than what would cause syscalls fail
with EMFILE.

I did not change the message in libpqsrv_connect_prepare(), which is the one
other use of AcquireExternalFD() in our codebase, as the error message already
is less ambiguous.

Reviewed-by: Tom Lane <tgl@sss.pgh.pa.us>
Discussion: https://postgr.es/m/xjjx7r4xa7beixuu4qtkdhnwdbchrrpo3gaeb3jsbinvvdiat5@cwjw55mna5of

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