Add an error message test recipes for system error messages

This ensures we collected them properly and and as completely as can
be tested safely.

Reviewed-by: Matt Caswell <matt@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/7681)

(cherry picked from commit 4b801fdcf4c25f44374eb18cb18f36d904975edd)