all: Make all error implementations pointer types (#6726)

This matches the convention of the stdlib and avoids ambiguity: when
customErr{} and &customErr{} both implement error, client code needs to
check for both.

Memory use should remain the same, since storing a non-pointer type in
an interface value still copies the value to the heap.

lib/relay/client/static.go

@@ -201,7 +201,7 @@ func (c *staticClient) join() error {
 	switch msg := message.(type) {
 	case protocol.Response:
 		if msg.Code != 0 {
-			return incorrectResponseCodeErr{msg.Code, msg.Message}
+			return &incorrectResponseCodeErr{msg.Code, msg.Message}
 		}
 
 	case protocol.RelayFull: