Adding error messages to a few slash commands

Hello hackers,

Currently, some slash commands in psql return an error saying "Did not
find any XXXX named YYYY" while some return an empty table. This patch
changes a few of the slash commands to return a similar error message.
I did not change all of the slash commands in this initial patch to
wait for feedback, happy to do that if this patch is acceptable. I did
not add any tests yet because the existing ones did not seem to have
any, happy to add tests if needed. Also, I know that we are in a
feature freeze, is such a change acceptable now?

Thanks

-- 
Thanks and regards
Abhishek Chanda