[gdb/testsuite, gdbserver] Fix typos

Codespell noticed two new typos:
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$ pre-commit run --all-files codespell
codespell................................................................Failed
- hook id: codespell
- exit code: 65

gdbserver/server.cc:4255: errror ==> error
gdb/testsuite/gdb.replay/missing-thread.exp:87: Whn ==> When
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Fix these.