patch 8.2.3970: error messages are spread out

Problem:    Error messages are spread out.
Solution:   Move more errors to errors.h.
diff --git a/src/optionstr.c b/src/optionstr.c
index 49d23b0..fa23a9c 100644
--- a/src/optionstr.c
+++ b/src/optionstr.c
@@ -677,7 +677,7 @@
 		|| sandbox != 0
 #endif
 		) && (get_option_flags(opt_idx) & P_SECURE))
-	errmsg = e_secure;
+	errmsg = e_not_allowed_here;
 
     // Check for a "normal" directory or file name in some options.  Disallow a
     // path separator (slash and/or backslash), wildcards and characters that