style: Enable flake8-errmsg rules and fix errors

[echoix]

This PR enables 3 more ruff rules, derived from the flake8-errmsg linter.

These rules checks for the use of string literals, f-strings or .format() strings used in exception constructors.
By moving the string to a separate variable, msg, this makes the traceback shown to users clearer, as the raise statement (repeated in the traceback) doesn't contain the (incomplete) error message twice.
It also helps a bit with python formatting, less often the statement needs to be broken in 3 lines with parentheses.

The examples from the ruff rule pages are really clear on the end result.
Taken from https://docs.astral.sh/ruff/rules/raw-string-in-exception/:

Example

Given:

raise RuntimeError("'Some value' is incorrect")

Python will produce a traceback like:

Traceback (most recent call last):
  File "tmp.py", line 2, in <module>
    raise RuntimeError("'Some value' is incorrect")
RuntimeError: 'Some value' is incorrect

Instead, assign the string to a variable:

msg = "'Some value' is incorrect"
raise RuntimeError(msg)

Which will produce a traceback like:

Traceback (most recent call last):
  File "tmp.py", line 3, in <module>
    raise RuntimeError(msg)
RuntimeError: 'Some value' is incorrect