Be more specific about OOM in XLogReaderAllocate

Be more specific about OOM in XLogReaderAllocate

A couple of spots can benefit from an added errdetail(), which matches
what we were already doing in other places; and those that cannot
withstand errdetail() can get a more descriptive primary message.

Author: Bharath Rupireddy <bharath.rupireddyforpostgres@gmail.com>
Reviewed-by: Daniel Gustafsson <daniel@yesql.se>
Reviewed-by: Julien Rouhaud <rjuju123@gmail.com>
Discussion: https://postgr.es/m/CALj2ACV+cX1eM03GfcA=ZMLXh5fSn1X1auJLz3yuS1duPSb9QA@mail.gmail.com