Fix some more CLEAN sections

Fix some broken or unnecessary CLEAN sections

Make null byte error a ValueError

Currently we treat paths with null bytes as a TypeError, which is
incorrect, and rather inconsistent, as we treat empty paths as
ValueError. We do t

Make null byte error a ValueError

Currently we treat paths with null bytes as a TypeError, which is
incorrect, and rather inconsistent, as we treat empty paths as
ValueError. We do this because the error is generated by zpp and
it's easier to always throw TypeError there.

This changes the zpp implementation to throw a TypeError only if
the type is actually wrong and throw ValueError for null bytes.
The error message is also split accordingly, to be more precise.

Closes GH-6094.

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Change argument error message format

Closes GH-5211

Make type error messages more consistent

Closes GH-5092

Fix tests

Fix #78862: link() silently truncates after a null byte on Windows

Since link() is supposed to accepts paths (i.e. strings without NUL
bytes), we must not accept arbitrary strings.