Coverity points out that we aren't checking the return value
from curl_easy_setopt() for any of the calls to it we make
in block/curl.c.

Some of these options are documented as always succeeding (e.g.
CURLOPT_VERBOSE) but others have documented failure cases (e.g.
CURLOPT_URL).  For consistency we check every call, even the ones
that theoretically cannot fail.

Fixes: Coverity CID 1459336, 1459482, 1460331
Signed-off-by: Peter Maydell <peter.maydell@linaro.org>
Message-Id: <20220222152341.850419-3-peter.maydell@linaro.org>
Reviewed-by: Hanna Reitz <hreitz@redhat.com>
Signed-off-by: Hanna Reitz <hreitz@redhat.com>