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First reported on https://github.com/robbyrussell/oh-my-zsh/commit/f584de5930467fd53e8b7d2e51f5227bc405e4b2#r29984052

Fixes #7041

- Consolidates the switch-adding logic for readability.
- Replaces "[[ ... ]] && ..." with "if [[ ... ]]; then ..." in some
  cases to avoid a spurious nonzero exit status from _zsh_tmux_plugin_run.
- Puts error message on stderr instead of stdout

Also changes the tmux detection test to do an early exit if tmux is absent,
to reduce the indentation level of the main body of code.

This is done to fix compatibility with antigen.
To keep with convention, the variable has been renamed to be in all caps.

If it is not found an error message is printed.

This may be needed on systems that don't have the proper terminfo for
screen and/or screen-256color. Otherwise the defaults of screen and
screen-256color should be fine.