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Diagnostics are reported for buffers, not necessarily files.  It’s the
backend’s responsibility to compute the buffer where the diagnostic is
applicable.  For now, this has to match the buffer where flymake-mode
is active and which is at the origin of the backend call.

flymake.el knows nothing about line/column diagnostics (except for
backward-compatible flymake-ler-make-ler, which must yet be tested).
It’s also the backend’s reponsibility to compute a BEG and END
positions for the diagnostic in the relevant buffer.

* lisp/progmodes/flymake-proc.el
(flymake-proc--diagnostics-for-pattern): Convert LINE/COL to
region here.  Check file buffer here.
(flymake-proc--process-sentinel): Don’t kill output buffer if
high enough log level.

* lisp/progmodes/flymake.el (flymake-diag-region): Make this a utility
function.  (flymake--highlight-line): Diagnostic has region now.
(flymake-popup-current-error-menu): Don’t add file and line numbers to
already this silly menu.  (flymake--fix-line-numbers): Remove.
(flymake-report): No need to fix diagnostics here.