cleanup exception messages: exception factory methods

By now there are a lot of exception messages spread all over the code. They should be moved to factory methods of the respective exception classes, and cleaned to be consistent. Some of the exceptions already are in factory methods.

No files or tests are named. Start by locating exception classes and the existing exception factory methods, then inventory message construction across the codebase. Done means messages have been moved to the respective factories and made consistent, with the relevant test coverage updated or added.

Written by the indexing model from the issue text.