I believe there's been an official answer from FFG that Errand Rider does not trigger Harbor Master's ability, but I don't remember off-hand where to find it. I'll post a link once I do find it.
I found it. It's not in written form; it's part of one of the COTR Podcast guys' videos:
Transcription of relevant section (starting at 32:44 in the video above, in case my link fails to start at the right timecode):
Mitch: "And definitely worth mentioning is that Caleb Grace has verified for us that Errand Rider, which moves one resource from one character to another, does NOT actually trigger this response." (That is, Harbor Master's ability, which was the card being discussed at that point in the video.)
So my conclusion is that for consistency with this ruling, effects that prohibit gaining resources should not prevent Errand Rider's effect, since in this case Errand Rider does not count as a gain. Both of which conclusions seem counter-intuitive to me, but if Caleb has ruled that Errand Rider does not count as a gain for Harbor Master, I don't think it should count as a gain for "heroes cannot gain resources" effects either.