Some messages are hardcoded in places other than messages.h

[MattWindsor91]

Implies that either they should be moved, or messages.h should be removed.

[wlcx]

Pros and cons to each approach?

[LordAro]

I do like messages.h being a thing, but I also see scope for there being "literal" messages that are too specific for the file, like from each audio source.

With that in mind, the only message that I think should be merged into messages.h is "Unknown file format" from player.cpp