zlib: migrate to internal/errors

PR-URL: https://github.com/nodejs/node/pull/15618


Reviewed-By: Anna Henningsen <anna@addaleax.net>
Reviewed-By: Ruben Bridgewater <ruben@bridgewater.de>
Reviewed-By: Luigi Pinca <luigipinca@gmail.com>
Reviewed-By: Minwoo Jung <minwoo@nodesource.com>
Reviewed-By: Michael Dawson <michael_dawson@ca.ibm.com>