error: Use error_setg_file_open() for simplicity and consistency

Replace

    error_setg_errno(errp, errno, MSG, FNAME);

by

    error_setg_file_open(errp, errno, FNAME);

where MSG is "Could not open '%s'" or similar.

Also replace equivalent uses of error_setg().

A few messages lose prefixes ("net dump: ", "SEV: ", __func__ ": ").
We could put them back with error_prepend().  Not worth the bother.

Signed-off-by: Markus Armbruster <armbru@redhat.com>
Reviewed-by: Dr. David Alan Gilbert <dave@treblig.org>
Message-ID: <20251121121438.1249498-11-armbru@redhat.com>
[Conflict with commit 26b4a6ffe7f (monitor/hmp: Merge
hmp-cmds-target.c within hmp-cmds.c) resolved]