More consistency for some file-related error message

Hi all,

While looking at the source code for more consistency work with error
messages, I have bumped into a couple of messages which could be
simplified, as those include in the name of the file manipulated
basically the same information as the context added.

I have finished with the attached. Note that for most of the messages,
I think that the context can be useful, like for example the stats
temporary file which could be user-defined, so those are left out.
There are also other cases, say the reorder buffer spill file, where we
may not know the path worked on, so the messages are kept consistent as
per HEAD.

That's a bit less work to do for translators, particularly with
pg_stat_statements.

Thoughts?
--
Michael