target: improve error reporting for `-event` option

target: improve error reporting for `-event` option

`target create` calls can get quite long and an indication what is the
option that caused the error can be helpful.

Also, there can be multiple `-event` options for different events,
therefore indicating which one is it is also helpful.

Change-Id: I5ea61437ca9705e790ed8343183883a3fdfebc80
Signed-off-by: Evgeniy Naydanov <evgeniy.naydanov@syntacore.com>
Reviewed-on: https://review.openocd.org/c/openocd/+/8861
Reviewed-by: Tomas Vanek <vanekt@fbl.cz>
Reviewed-by: Antonio Borneo <borneo.antonio@gmail.com>
Tested-by: jenkins