dgram: convert to using internal/errors

Covert lib/dgram.js over to using lib/internal/errors.js
for generating Errors. See
[using-internal-errors.md](https://github.com/nodejs/node/blob/master/doc/guides/using-internal-errors.md)
for more details.

I have not addressed the cases that use errnoException() and
exceptionWithHostPort() helper methods as changing these would require
fixing the tests across all of the different files that use them. In
addition, these helpers already add a `code` to the Error and we'll
have to discuss how that interacts with the `code` used by
lib/internal/errors.js.  I believe we should convert all users
of errnoException and exceptionWithHostPort in a PR dedicated to
that conversion.

PR-URL: https://github.com/nodejs/node/pull/12926


Reviewed-By: James M Snell <jasnell@gmail.com>
Reviewed-By: Franziska Hinkelmann <franziska.hinkelmann@gmail.com>
Reviewed-By: Ruben Bridgewater <ruben.bridgewater@fintura.de>