gdb: include location number in breakpoint error message

This commit improves the output of this previous commit:

  commit 2dc3457a
  Date:   Fri Oct 14 13:22:55 2022 +0100

      gdb: include breakpoint number in testing condition error message

The earlier commit extended the error message:

  Error in testing breakpoint condition:

to include the breakpoint number, e.g.:

  Error in testing breakpoint condition 3:

This commit extends takes this further, and includes the location
number if the breakpoint has multiple locations, so we might now see:

  Error in testing breakpoint condition 3.2:

Just as with how GDB reports a normal breakpoint stop, if a breakpoint
only has a single location then the location number is not included,
this keeps things nice and consistent.

I've extended one of the tests to cover the new functionality.

Approved-By: Pedro Alves <pedro@palves.net>