Make error alerts consistent

Created by: felixfbecker

Currently, every component has a different way to display error alerts. Some prefix with an icon, some with "Error:", many upper case the first letter of the error message, many don't, some render as (fixed) markdown, most don't.

This makes it consistent by using one shared ErrorAlert component that takes an error object or string. It makes use of the best-effort markdown rendering that works well for external services, so that \n newlines, links, bullet list (such as Go's multierror) and inline code are rendered correctly. First letter is uppercased because Go errors are usually not, but in the UI they should be.