Clarify some errors in pg_receivewal when closing WAL segments

Clarify some errors in pg_receivewal when closing WAL segments

A WAL segment closed during a WAL stream for pg_receivewal would
generate incorrect error messages depending on the context, as the file
name used when referring to a WAL segment ignored partial files or the
compression method used.  In such cases, the error message generated
(failure on close, seek or rename) would not match a physical file
name.  The same code paths are used by pg_basebackup, but it uses no
partial suffix so it is not impacted.

7fbe0c8 has introduced in walmethods.c a callback to get the exact
physical file name used for a given context, this commit makes use of it
to improve those error messages.  This could be extended to more code
paths of pg_basebackup/ in the future, if necessary.

Extracted from a larger patch by the same author.

Author: Georgios Kokolatos
Discussion: https://postgr.es/m/ZCm1J5vfyQ2E6dYvXz8si39HQ2gwxSZ3IpYaVgYa3lUwY88SLapx9EEnOf5uEwrddhx2twG7zYKjVeuP5MwZXCNPybtsGouDsAD1o2L_I5E=@pm.me