Fix assorted infelicities in new SetWALSegSize() function.

Fix assorted infelicities in new SetWALSegSize() function.

* Failure to check for malloc failure (ok, pretty unlikely here, but
that's not an excuse).

* Leakage of open fd on read error, and of malloc'd buffer always.

* Incorrect assumption that a short read would set errno to zero.

* Failure to adhere to message style conventions (in particular,
not reporting errno where relevant; using "couldn't open" rather than
"could not open" is not really in line with project style either).

* Missing newlines on some messages.

Coverity spotted the leak problems; I noticed the rest while
fixing the leaks.