patch 8.2.1444: error messages are spread out and names can be confusing

Problem:    Error messages are spread out and names can be confusing.
Solution:   Start moving error messages to a separate file and use clear
            names.
diff --git a/src/Make_cyg_ming.mak b/src/Make_cyg_ming.mak
index d8b4db1..db0513f 100644
--- a/src/Make_cyg_ming.mak
+++ b/src/Make_cyg_ming.mak
@@ -1107,7 +1107,7 @@
 	vim --clean -X --not-a-term -u create_cmdidxs.vim
 
 ###########################################################################
-INCL =	vim.h alloc.h ascii.h ex_cmds.h feature.h globals.h \
+INCL =	vim.h alloc.h ascii.h ex_cmds.h feature.h errors.h globals.h \
 	keymap.h macros.h option.h os_dos.h os_win32.h proto.h regexp.h \
 	spell.h structs.h term.h beval.h $(NBDEBUG_INCL)
 GUI_INCL = gui.h