Improve logical replication connection-failure messages.

These messages mostly said "could not connect to the publisher: %s"
which is lacking context.  Add some verbiage to indicate which
subscription or worker process is failing.

Nisha Moond

Discussion: https://postgr.es/m/CABdArM7q1=zqL++cYd0hVMg3u_tc0S=0Of=Um-KvDhLony0cSg@mail.gmail.com

src/backend/replication/slotfuncs.c

@@ -898,7 +898,8 @@ pg_sync_replication_slots(PG_FUNCTION_ARGS)
 	if (!wrconn)
 		ereport(ERROR,
 				errcode(ERRCODE_CONNECTION_FAILURE),
-				errmsg("could not connect to the primary server: %s", err));
+				errmsg("synchronization worker \"%s\" could not connect to the primary server: %s",
+					   app_name.data, err));
 
 	SyncReplicationSlots(wrconn);