[gdb/testsuite] Fix another fail and tcl error in gdb.dap/sources.exp

[gdb/testsuite] Fix another fail and tcl error in gdb.dap/sources.exp

With gdb.dap/sources.exp on aarch64-linux, I'm running into:
...
{"request_seq": 3, "type": "response", "command": "loadedSources", \
  "success": false, "message": "notStopped", "seq": 7}Content-Length: 92^M
^M
{"type": "event", "event": "thread", \
  "body": {"reason": "started", "threadId": 1}, \
  "seq": 8}FAIL: gdb.dap/sources.exp: loadedSources success
ERROR: tcl error sourcing gdb.dap/sources.exp.
ERROR: tcl error code TCL LOOKUP DICT body
ERROR: key "body" not known in dictionary
    while executing
"dict get [lindex $obj 0] body sources"
...

These are the same type of tcl error and FAIL I just fixed for a later
request in the same test-case.

Fix this by:
- moving the wait-for-stop to before the loadedSources request to fix the
  FAIL, and
- checking for $obj == "" to fix the tcl error.

Also make the code a bit less indented and more readable by wrapping the tests
in a proc, allowing the use of return to bail out, while still running
dap_shutdown afterwards.

Approved-By: Tom Tromey <tom@tromey.com>
Tested on aarch64-linux.