libcompat: Add a helper to get/set OS error state

On Unix like OSes, this saves/restores errno, on Windows both errno
and GetLastError state are saved/restored.

This should make it simpler to preserve that across function calls.

Additionally, while tracking down uses of GetLastError, some places
where the error code was printed out directly where replaced with
instances of w32_perror.

Signed-off-by: David Oberhollenzer <david.oberhollenzer@sigma-star.at>

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