R1: migrate library crates from anyhow to thiserror

[bug-ops]

Epic: #268 | Phase: 2 — Error Handling | Priority: P0 | Complexity: L

Problem

7 of 8 library crates use anyhow instead of thiserror.

Crate	anyhow refs	Status
zeph-llm	66	Violated
zeph-memory	62	Violated
zeph-skills	24	Violated
zeph-index	24	Violated
zeph-tui	21	Violated
zeph-channels	10	Violated
zeph-mcp	17	Partial

Tasks

• R1.1 [L] LlmError in zeph-llm
• R1.2 [M] MemoryError in zeph-memory
• R1.3 [M] SkillError in zeph-skills
• R1.4 [M] IndexError in zeph-index
• R1.5 [S] ChannelError in zeph-channels
• R1.6 [S] Complete McpError in zeph-mcp
• R1.7 [S] TuiError in zeph-tui

Order: R1.1 → R1.2 → (R1.3, R1.4) → (R1.5, R1.6, R1.7)