Improve error messages after LoadLibrary()

Move the file name to a format parameter to ease translatability.  Add
error code where missing.  Make the wording consistent.

src/backend/libpq/auth.c

@@ -1518,8 +1518,8 @@ pg_SSPI_recvauth(Port *port)
 	secur32 = LoadLibrary("SECUR32.DLL");
 	if (secur32 == NULL)
 		ereport(ERROR,
-				(errmsg_internal("could not load secur32.dll: error code %lu",
-								 GetLastError())));
+				(errmsg("could not load library \"%s\": error code %lu",
+						"SECUR32.DLL", GetLastError())));
 
 	_QuerySecurityContextToken = (QUERY_SECURITY_CONTEXT_TOKEN_FN)
 		GetProcAddress(secur32, "QuerySecurityContextToken");
@@ -2517,7 +2517,8 @@ InitializeLDAPConnection(Port *port, LDAP **ldap)
 				 * wldap32, but check anyway
 				 */
 				ereport(LOG,
-						(errmsg("could not load wldap32.dll")));
+						(errmsg("could not load library \"%s\": error code %lu",
+								"WLDAP32.DLL", GetLastError())));
 				ldap_unbind(*ldap);
 				return STATUS_ERROR;
 			}

src/common/restricted_token.c

@@ -61,8 +61,8 @@ CreateRestrictedProcess(char *cmd, PROCESS_INFORMATION *processInfo)
 	Advapi32Handle = LoadLibrary("ADVAPI32.DLL");
 	if (Advapi32Handle == NULL)
 	{
-		pg_log_error("could not load advapi32.dll: error code %lu",
-					 GetLastError());
+		pg_log_error("could not load library \"%s\": error code %lu",
+					 "ADVAPI32.DLL", GetLastError());
 		return 0;
 	}