Some error improvements (#1956)

* Use `HeaderChainError` in parachains module

* Use MessageProofError instead of 'static str in some places

* Avoid implementing Into<'static str> for some errors

We avoid deriving `Debug` for the structs that we use in the runtime and
we derive `RuntimeDebug` instead in order to avoid bloating th eruntime
with static strs. But implementing `Into<'static str>` does the same. So
in some places it makes sense to replace `Into<'static str>` with `Debug`.

* Move the messages error definition

Move the messages error definition outside of `mod target`