Added local backend support to new ruler storage config

[pracucci]

What this PR does:
In the PR #3805 Jacob has introduced the new ruler storage config using the Thanos objstore clients. As discussed several Cortex community meetings ago, we would like to deprecate the old objstore clients/config and to do that we need to add local backend support to the new config, which is what I'm proposing in this PR.

To avoid cyclic dependencies I had to do a bit of refactoring:

• Moved RuleGroupList to pkg/ruler/rulespb (this is something we've done in other packages too and I think it's fine)
• Move errors to /pkg/ruler/rulestore/errors (not a big fan of this, suggestions are welcome)

Which issue(s) this PR fixes:
N/A

Checklist

• Tests updated
• Documentation added
• CHANGELOG.md updated - the order of entries should be [CHANGE], [FEATURE], [ENHANCEMENT], [BUGFIX]

[jtlisi]

LGTM

Move errors to /pkg/ruler/rulestore/errors (not a big fan of this, suggestions are welcome)

I also am not a fan of this. However, the only alternative I can think of is to move the config struct for the rulestore to some kind of factory package. I imagine pkg/ruler/storage.go would move there as well. I feel this is equally as distasteful as the current approach.

[pracucci]

Move errors to /pkg/ruler/rulestore/errors (not a big fan of this, suggestions are welcome)

I also am not a fan of this. However, the only alternative I can think of is to move the config struct for the rulestore to some kind of factory package. I imagine pkg/ruler/storage.go would move there as well. I feel this is equally as distasteful as the current approach.

As @pstibrany pointed out offline to me, it wasn't needed anymore after I moved RuleGroupList to rulespb. I've rolled back the changes to errors.

Will merge once CI passes.