data_directory could be set both in postgresql.conf and postgresql.auto.conf so far.
This could cause some problematic situations like circular definition. To avoid such
situations, this commit forbids a user to set data_directory in postgresql.auto.conf.

Backpatch this to 9.4 where ALTER SYSTEM command was introduced.

Amit Kapila, reviewed by Abhijit Menon-Sen, with minor adjustments by me.