The dblink documentation claims that an empty string is returned if there
has been no error, however OK is actually returned in that case. Also,
clarify that an async error may not be seen unless dblink_is_busy() or
dblink_get_result() have been called first.

Backpatch to all supported branches.

Reported-by: realyota
Backpatch-through: 9.4
Discussion: https://postgr.es/m/153371978486.1298.2091761143788088262@wrigleys.postgresql.org