housekeeping: Fix problems and standardise error creation

Replace status.Errorf() with helper.ErrXXXf(): the error functions from the status package should not be used in the code. Instead, the corresponding helper function needs to be used. It will prevent incorrect error wrapping and pop-up the proper status code for gRPC.
The error wrapping uses an old '%s' format for adding error context, but with Go1.13 we can use '%w' and unwrap an error afterwards if needed.

After applying t.Parallel() to the tests it reduces time to run the tests on my local. It should reduce time to run the tests on the CI as well.