wal_utils: Fix incorrect comment in regression tests

This was referring to COPY, which was used at some point. At the same
time, fix an incorrect error code.

wal_utils/expected/parse_wal_history.out

 -- Tests for parsing of WAL history file
 CREATE TABLE history_data (data text);
--- Note that COPY truncates newlines.
 -- Load history file that succeeds
 INSERT INTO history_data VALUES (
 '# Ignore this comment

wal_utils/sql/parse_wal_history.sql

@@ -2,7 +2,6 @@
 CREATE TABLE history_data (data text);
--- Note that COPY truncates newlines.
 -- Load history file that succeeds
 INSERT INTO history_data VALUES (
 '# Ignore this comment

wal_utils/wal_utils.c

@@ -461,7 +461,7 @@ check_and_build_filepath(char *filename)
 	archive_path = getenv("PGARCHIVE");
 	if (archive_path == NULL)
 		ereport(ERROR,
-				(errcode(ERRCODE_FDW_INVALID_OPTION_NAME),
+				(errcode(ERRCODE_INVALID_PARAMETER_VALUE),
 				 errmsg("archive path is not defined"),
 				 errhint("Check value of environment variable %s",
 						 "PGARCHIVE")));