Fix the "make depend" check in GitLab CI

Fix the "make depend" check in GitLab CI

"make depend" prints errors to stderr, not to stdout.  This means that
the check for "make depend" errors currently used in the definition of
every build job in GitLab CI could never fail.  Fix that check by
redirecting stderr to stdout.  Also employ tee to prevent the output of
"make depend" from being hidden in the job log.  (While using tee hides
the exit code of "make depend" itself, the next line still checks for
errors anyway.)