I wrote:
> As far as Windows goes, we could certainly use #ifdef WIN32 to print
> some different text, if anyone can write down what it should be.
Some googling suggests that on Windows, setlocale pays no attention
to environment variables but gets a value that the user can set via
the Control Panel. This probably means that an invalid setting is
impossible, or at least that we have no clear idea how the user could
screw it up. So I'm thinking we do not need a Windows-specific
phrasing of the message, until such time as we see evidence of how
you could provoke this case on Windows.
regards, tom lane