[CaptivePortal][OOBE]: Update error message

Try to update error message each time
SigninScreenHandler::UpdateStateInternal is about to show the error
screen.

Also update CaptivePortalWindowCtorDtorTest browsertest and add some
logs.

Bug: b:243450708, b:207589573
Change-Id: I4b0b5e0f2a2e7674d2d04aa9ff93c3e6f2e909e4
Reviewed-on: https://chromium-review.googlesource.com/c/chromium/src/+/3932912
Commit-Queue: Danila Kuzmin <dkuzmin@google.com>
Reviewed-by: Roman Sorokin <rsorokin@google.com>
Cr-Commit-Position: refs/heads/main@{#1055698}