Add error handling for controllers when deleting labels

What does this MR do and why?

Adds error handling for when deleting a locked label through the Label controllers.

How to set up and validate locally

1. Find a project, and a label. Hover over the "Edit" link to get the label's id

2. Update the lock_on_merge column of the labels table for the id, to true. Such as Label.find(109).update!(lock_on_merge: true)

3. Go list of labels, and try to delete the label.

4. You should see an alert similar to this, indicating the label could not be deleted

   

MR acceptance checklist

This checklist encourages us to confirm any changes have been analyzed to reduce risks in quality, performance, reliability, security, and maintainability.

• I have evaluated the MR acceptance checklist for this MR.

Related to #408676