all: Tweak error creation (#6391)

- In the few places where we wrap errors, use the new Go 1.13 "%w"
  construction instead of %s or %v.

- Where we create errors with constant strings, consistently use
  errors.New and not fmt.Errorf.

- Remove capitalization from errors in the few places where we had that.

lib/relay/client/dynamic.go

@@ -6,6 +6,7 @@ import (
 	"context"
 	"crypto/tls"
 	"encoding/json"
+	"errors"
 	"fmt"
 	"net/http"
 	"net/url"
@@ -100,7 +101,7 @@ func (c *dynamicClient) serve(ctx context.Context) error {
 		}
 	}
 	l.Debugln(c, "could not find a connectable relay")
-	return fmt.Errorf("could not find a connectable relay")
+	return errors.New("could not find a connectable relay")
 }
 
 func (c *dynamicClient) Stop() {