FreeBSD: Improve libzfs_error_init messages

It is a common mistake to have failed to autoload the module due to
permission issues when running a ZFS command as a user. "Operation
not permitted" is an unhelpfully vague error message.

Use a thread-local message buffer to format a nicer error message.
We can infer that loading the kernel module failed if the module is
not loaded. This can be extended with heuristics for other errors
in the future.

While looking at this stuff, remove an unused thread-local message
buffer found in libspl and remove some inaccurate verbiage from the
comment on libzfs_load_module.

Reviewed-by: Brian Behlendorf <behlendorf1@llnl.gov>
Signed-off-by: Ryan Moeller <ryan@iXsystems.com>
Closes #11033