Tech debt: Complete "Collect diags instead of returning directly"

[ewbankkit]

Complete the work to collect diagnostics in diags instead of returning error diagnostic directly.
This ensures that warning diagnostics are not accidentally dropped.
We need to fix services n through z.

See .ci/semgrep/pluginsdk/diags.yml.

Relates #34837.
Relates #34727.
Relates #34695.
Relates #34620.
Relates #34526.

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