Replace report_msg with client_msgs

Instead of collecting a message to pass to `report` and letting the
relevant Clients be collected from the `TaskState` information later, go
ahead and collect that immediately while handling that `TaskState`.
These Clients then form the keys of `client_msgs` where the message
contains what was in `report_msg`. This allows us to keep all the
`TaskState` work contained to where it is relevant and can be handled
efficiently. Then the messaging out to Clients only needs be concerned
with the messages and where they go without needing to worry about what
they pertain to.