Change the member variables for NexusException

[peterfpeterson]

The NXstatus is frequently not used or normally NX_ERROR. Also, nothing that processes the exception checked for the value of the status. This adds a member variable for the filename that the exception was created from. To aid in error processing.

Refs #38332 and EWM8451

To test:

The code should continue to compile and the error messages will be clearer. Manual review is sufficient.

This does not require release notes because it will be described at the end of the nexus work.

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