[gdb/testsuite] Handle init errors in gdb.mi/user-selected-context-sync.exp

In OBS, on aarch64-linux, with a gdb 11.1 based package, I run into:
...
(gdb) builtin_spawn -pty^M
new-ui mi /dev/pts/5^M
New UI allocated^M
(gdb) =thread-group-added,id="i1"^M
(gdb) ERROR: MI channel failed
warning: Error detected on fd 11^M
thread 1.1^M
Unknown thread 1.1.^M
(gdb) UNRESOLVED: gdb.mi/user-selected-context-sync.exp: mode=non-stop: \
  test_cli_inferior: reset selection to thread 1.1
...
with many more UNRESOLVED following.

The ERROR is a common problem, filed as
https://sourceware.org/bugzilla/show_bug.cgi?id=28561 .

But the many UNRESOLVEDs are due to not checking whether the setup as done in
the test_setup function succeeds or not.

Fix this by:
- making test_setup return an error upon failure
- handling test_setup error at the call site
- adding a "setup done" pass/fail to be turned into an unresolved
  in case of error during setup.

Tested on x86_64-linux, by manually triggering the error in
mi_gdb_start_separate_mi_tty.

gdb/testsuite/gdb.mi/user-selected-context-sync.exp

@@ -393,7 +393,7 @@ proc_with_prefix test_setup { mode } {
 	}
 
 	if { [mi_gdb_start "separate-mi-tty"] != 0 } {
-	    return
+	    return -1
 	}
     }
 
@@ -402,7 +402,7 @@ proc_with_prefix test_setup { mode } {
     mi_gdb_load $binfile
 
     if { [mi_runto_main] < 0 } {
-	return
+	return -1
     }
 
     # When using mi_expect_stop, we don't expect a prompt after the *stopped
@@ -443,6 +443,8 @@ proc_with_prefix test_setup { mode } {
 	# Prepare the second inferior for the test.
 	test_continue_to_start $mode 2
     }
+
+    return 0
 }
 
 # Reset the selection to frame #0 of thread THREAD.
@@ -1300,7 +1302,12 @@ proc_with_prefix test_cli_in_mi_frame { mode cli_in_mi_mode } {
 }
 
 foreach_with_prefix mode { "all-stop" "non-stop" } {
-    test_setup $mode
+    set test "setup done"
+    if { [test_setup $mode] == -1 } {
+	fail $test
+	continue
+    }
+    pass $test
 
     # Test selecting inferior, thread and frame from CLI