TST: add message matches to pytest.raises in various tests GH30999
- [x] ref [#30999 ](https://github.com/pandas-dev/pandas/issues/30999)
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Files changed: 
pandas/tests/io/pytables/test_complex.py
pandas/tests/io/test_clipboard.py
pandas/tests/plotting/frame/test_frame_subplots.py
I tried to follow the contributing guidelines as best as I could. If there's any problem, let me know.

Edit: Looks like some tests didn't pass. @MarcoGorelli can you give me some pointers on how to fix this?  thanks @JoseNavy 