gha: Make the setup and build scripts exit if anything fails

Caused quite a few headaches and red herrings in the past, so let's be
stricter.

Changelog-None

.github/scripts/build.sh

@@ -1,5 +1,5 @@
 #!/bin/bash
-
+set -e
 echo "Running in $(pwd)"
 export ARCH=${ARCH:-64}
 export BOLTDIR=bolts

.github/scripts/setup.sh

@@ -1,5 +1,5 @@
 #!/bin/bash
-
+set -e
 export DEBIAN_FRONTEND=noninteractive
 export BITCOIN_VERSION=0.20.1
 export ELEMENTS_VERSION=0.18.1.8