[GOLD] Use "set -e" in test scripts

[Cary Coutant]

> Thanks for your review.
> What would be the next steps to get this patch merged?
> I am a new contributor, and do not have write access to the repository.

I'll apply this patch for you.

Your next step is to write to overseers@sourceware.org and ask for
write access to the binutils repo. You can name me as your sponsor.
(Or, since Ian is cc'ed here, maybe he will go ahead and add you.)

-cary