IDLE: search regex errors should be in/attached to search dialog

[f4315b71-14d3-4c16-bb7a-6534e5fa1d04]

BPO	25178
Nosy	@terryjreedy, @roseman

^{Note: these values reflect the state of the issue at the time it was migrated and might not reflect the current state.}

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GitHub fields: ```python assignee = 'https://github.com/terryjreedy' closed_at = None created_at = labels = ['expert-IDLE', 'type-bug', '3.9'] title = 'IDLE: search regex errors should be in/attached to search dialog' updated_at = user = 'https://github.com/roseman' ``` bugs.python.org fields: ```python activity = actor = 'terry.reedy' assignee = 'terry.reedy' closed = False closed_date = None closer = None components = ['IDLE'] creation = creator = 'markroseman' dependencies = [] files = [] hgrepos = [] issue_num = 25178 keywords = [] message_count = 2.0 messages = ['251097', '359554'] nosy_count = 2.0 nosy_names = ['terry.reedy', 'markroseman'] pr_nums = [] priority = 'normal' resolution = None stage = 'test needed' status = 'open' superseder = None type = 'behavior' url = 'https://bugs.python.org/issue25178' versions = ['Python 3.9'] ```

[f4315b71-14d3-4c16-bb7a-6534e5fa1d04]

Follow-on to bpo-25173, any regex errors are displayed by SearchEngine but they should be shown by the dialog where the user is typing the error. Either as a modal tkMessageBox attached to the dialog, or as an inline error in the dialog itself.

[terryjreedy]

I like the way that Open Module puts error messages in red under the entry box and allows users to correct without first clicking a modal message away. I would like to do the same here.