dump: Use ERRP_GUARD()

Let's move to the new way of handling errors before changing the dump
code. This patch has mostly been generated by the coccinelle script
scripts/coccinelle/errp-guard.cocci.

Signed-off-by: Janosch Frank <frankja@linux.ibm.com>
Reviewed-by: Richard Henderson <richard.henderson@linaro.org>
Reviewed-by: Marc-André Lureau <marcandre.lureau@redhat.com>
Message-Id: <20220330123603.107120-2-frankja@linux.ibm.com>