migration: Route more error paths

vmstate_save_state is called in lots of places.
Route error returns from the easier cases back up;  there are lots
of more complex cases where their own error paths need fixing.

Signed-off-by: Dr. David Alan Gilbert <dgilbert@redhat.com>
Message-Id: <20170925112917.21340-7-dgilbert@redhat.com>
Reviewed-by: Peter Xu <peterx@redhat.com>
Reviewed-by: Cornelia Huck <cohuck@redhat.com>
Reviewed-by: Juan Quintela <quintela@redhat.com>
Signed-off-by: Dr. David Alan Gilbert <dgilbert@redhat.com>
  Commit message fix up as Peter's review