Commit 777e6ddf checked for a shut down
message from a standby and allowed it to continue.  This patch reports a
helpful error message in these cases, suggesting to use rsync as
documented.

Diagnosed-by: Martín Marqués

Discussion: https://postgr.es/m/CAPdiE1xYCow-reLjrhJ9DqrMu-ppNq0ChUUEvVdxhdjGRD5_eA@mail.gmail.com

Backpatch-through: 9.3