Add errors to SecurityPolicyProjectCreated subscription

See merge request https://gitlab.com/gitlab-org/gitlab/-/merge_requests/167422



Merged-by: James Nutt <jnutt@gitlab.com>
Approved-by: Eva Kadlecová <ekadlecova@gitlab.com>
Approved-by: James Nutt <jnutt@gitlab.com>
Reviewed-by: Andy Schoenen <asoiron@gitlab.com>
Reviewed-by: Eva Kadlecová <ekadlecova@gitlab.com>
Co-authored-by: Andy Soiron <asoiron@gitlab.com>