zlib: finish migrating to internal/errors

PR-URL: https://github.com/nodejs/node/pull/16540


Reviewed-By: Refael Ackermann <refack@gmail.com>
Reviewed-By: Khaidi Chu <i@2333.moe>
Reviewed-By: Joyee Cheung <joyeec9h3@gmail.com>
Reviewed-By: Matteo Collina <matteo.collina@gmail.com>
Reviewed-By: Luigi Pinca <luigipinca@gmail.com>