[COFF] Print the file name on errors writing the pdb file

This avoids confusing contextless error messages such as "No such file
or directory" if e.g. the pdb output file should be written to a
nonexistent directory. (This can happen with linkrepro scripts, at least
old ones.)

Differential Revision: https://reviews.llvm.org/D66466

llvm-svn: 369425