Address more review comments

* Make Validation a singleton instead
* Wording changes for error messages
* Smart pointers for Ui members
* Other minor nitpicks

src/citra_qt/multiplayer/direct_connect.h

@@ -34,5 +34,5 @@ private:
     void EndConnecting();
 
     QFutureWatcher<void>* watcher;
-    Ui::DirectConnect* ui;
+    std::unique_ptr<Ui::DirectConnect> ui;
 };