[Cleanup] Delete errmsg.h in common and zone (#3821)

* [Cleanup] Delete errmsg.h in common and zone

# Notes
- These files were mostly unused.
- Moved the stuff that was used to the `dbcore.h` file since it's already used.

* Remove references

queryserv/database.cpp

@@ -24,7 +24,6 @@
 #include <stdio.h>
 #include <stdlib.h>
 #include <string.h>
-#include <errmsg.h>
 #include <mysqld_error.h>
 #include <limits.h>
 #include <ctype.h>