We found last February that the error-case tests added by commit
008cf040 failed on OpenBSD, because that platform doesn't really
check locale names.  At the time it seemed that that was only an issue
for LC_CTYPE, but testing on a more recent version of OpenBSD shows
that it's now equally lax about LC_COLLATE.

Rather than dropping the LC_COLLATE test too, put back LC_CTYPE
(reverting c4b0edb0), and adjust these tests to accept the different
error message that we get if setlocale() doesn't reject a bogus locale
name.  The point of these tests is not really what the backend does
with the locale name, but to show that createdb quotes funny locale
names safely; so we're not losing test reliability this way.

Back-patch as appropriate.

Discussion: https://postgr.es/m/231373.1610058324@sss.pgh.pa.us