gdb: remove unused includes in utils.h

Remove some includes reported as unused by clangd.  Add some includes in
other files that were previously relying on the transitive include.

Change-Id: Ibdd0a998b04d21362a20d0ca8e5267e21e2e133e

gdb/linux-tdep.c

@@ -17,6 +17,7 @@
    You should have received a copy of the GNU General Public License
    along with this program.  If not, see <http://www.gnu.org/licenses/>.  */
 
+#include "exceptions.h"
 #include "gdbtypes.h"
 #include "linux-tdep.h"
 #include "auxv.h"