common/misc: Deduplicate code in GetLastErrorMsg()

Android and macOS have supported thread_local for quite a while, but
most importantly is that we don't even really need it. Instead of using
a thread-local buffer, we can just return a non-static buffer as a
std::string, avoiding the need for that quality entirely.

src/common/common_funcs.h

@@ -4,6 +4,8 @@
 
 #pragma once
 
+#include <string>
+
 #if !defined(ARCHITECTURE_x86_64) && !defined(ARCHITECTURE_ARM)
 #include <cstdlib> // for exit
 #endif
@@ -90,7 +92,7 @@ __declspec(dllimport) void __stdcall DebugBreak(void);
 // Call directly after the command or use the error num.
 // This function might change the error code.
 // Defined in Misc.cpp.
-const char* GetLastErrorMsg();
+std::string GetLastErrorMsg();
 
 namespace Common {