As noted by Julian Schauder in bug #14063, the configuration-file parser
doesn't support embedded newlines in string literals.  While there might
someday be a good reason to remove that restriction, there doesn't seem
to be one right now.  However, ALTER SYSTEM SET could accept strings
containing newlines, since many of the variable-specific value-checking
routines would just see a newline as whitespace.  This led to writing a
postgresql.auto.conf file that was broken and had to be removed manually.

Pending a reason to work harder, just throw an error if someone tries this.

In passing, fix several places in the ALTER SYSTEM logic that failed to
provide an errcode() for an ereport(), and thus would falsely log the
failure as an internal XX000 error.

Back-patch to 9.4 where ALTER SYSTEM was introduced.