message: Make msg_dup() copy and msg_destroy() free the file name.

This fixes a PSPPIRE bug in its message handling (found by inspection).  It
makes copies of messages to use later.  The file names were not being
copied, so in the meantime it was posible that they would be freed,
yielding a use-after-free error.

Since doing this sensibly required changing the file_name member of
struct msg_locator from "const char *" to "char *", it also touches up
places where this caused new warnings.