This commit attempts to improve error handling for device opening by
reducing panic alert spam when opening one or several devices fails.
Currently, Dolphin shows a panic alert for every device that we fail
to open, and another panic alert at the end if no usable device was
found. That is certainly a bit excessive -- we should only keep the
very last panic alert (the one that is shown if everything fails)
and we can just put the error for the last device open operation there.
This also changes the PanicAlert to a CriticalAlert to ensure the
message is visible even if the user has disabled regular panic alerts.
The message has also been reworded and should hopefully be clearer.