Improve error messages around connection failures

We got feedback from our stakeholders and users that some error messages around remote target debug are on the one hand not very helpful. And on the other hand, there is sometimes too much output (log messages, notification pop-ups etc).

We should spend some time on improving the situation.
Examples of messages that have to be transformed into something more useful are:
* Messages stating `ENOENT` or other terms for missing files which are not obvious to the average user.
* A message on Windows when a GDB target select command times out saying something about joining drives.

Note: such improvements shall build up on PR #392 . This changes parts of the gdb/gdbserver process management and some of the error reporting/logging already. Assuming the PR is accepted in one or the other form, it would be duplicated effort to start this work here based on current `main`.