Improve error messages when memory is exhausted while sorting #4348
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Which issue does this PR close?
Follow on to #4330
Rationale for this change
The idea is to make it clearer what is going on to a user who sees this error message
What changes are included in this PR?
Implement suggestions from #4330 (comment)
Are these changes tested?
Yes
Are there any user-facing changes?
better error messages