dblink_error_message fetches the most recent remote
error message for a given connection.
When asynchronous queries are initiated by
dblink_send_query, the error message associated with
the connection might not get updated until the server's response message
is consumed. This typically means that dblink_is_busy
or dblink_get_result should be called prior to
dblink_error_message, so that any error generated by
the asynchronous query will be visible.