In tests that check whether a connection fails, also check the error
message.  That makes sure that the connection was rejected for the right
reason.

This discovered that two tests had their connection failing for the
wrong reason.  One test failed because pg_hba.conf was not set up to
allow that user, one test failed because the client key file did not
have the right permissions.  Fix those tests and add a new one that is
really supposed to check the file permission issue.
Reviewed-by: Michael Paquier <michael@paquier.xyz>