Remove things not supported, fix docs.

When we cannot bind to the port, return an error which will make
CoreDNS fail startup. Still a bit hackish, but good enough.

Fix upstream tests in proxy middleware

Errors directive testing and fixing

Drop a few tests and make it work and compile.
Also add the documentation: errors.md

Fix middleware log

Context

Rename the old Context to State and use context.Context in the
middleware for intra-middleware communication and more.