migration: Plug memory leaks after migrate_set_error()

migration: Plug memory leaks after migrate_set_error()

migrate_set_error(s, err) stores a copy of @err in @s.  The original
@err is not freed.  Most callers free it immediately.  Some callers
free it later, or pass it on.  And some leak it.  Fix those.

Perhaps migrate_set_error(s, err) should take ownership of @err.  The
callers that free it immediately would become simpler, and avoid a
copy and a deallocation.  The others would have to pass
error_copy(err).

Signed-off-by: Markus Armbruster <armbru@redhat.com>
Link: https://lore.kernel.org/r/20251115083500.2753895-2-armbru@redhat.com
Signed-off-by: Peter Xu <peterx@redhat.com>