We'd previously noted the need for coping with Windows headers
that provide some other definition of macro "ERROR" than elog.h
does.  It turns out that R also wants to define ERROR, and
WARNING too.  PL/R has been working around this in a hacky way
that broke when we recently changed the numeric value of ERROR.
To let them have a more future-proof solution, provide an
alternate macro PGWARNING for WARNING, and make PGERROR visible
always, not only when #ifdef WIN32.

Discussion: https://postgr.es/m/CADK3HHK6iMChd1yoOqssxBn5Z14Zar8Ztr3G-N_fuG7F8YTP3w@mail.gmail.com