Global error handling led to confusion and was hard to manage.  With
this change, errors from PostgreSQL are immediately reported to Python
as exceptions.  This requires setting a Python exception after
reporting the caught PostgreSQL error as a warning, because PLy_elog
destroys the Python exception state.

Ideally, all places where PostgreSQL errors need to be reported back
to Python should be wrapped in subtransactions, to make going back to
Python from a longjmp safe.  This will be handled in a separate patch.

Jan Urbański