Problem: Android build scripts silently fail (add 'set -e')
Problem: Android build scripts silently fail (add 'set -e')

All build script should use `set -e` on top.
This is already the case for:
- bindings/jni/ci_build.sh
- bindings/jni/xxx-jni/android/build.sh

but this is not the case for:
- builds/android/ci_build.sh
- builds/android/build.sh

Now, if we only add this, some more fixes must come, as the build
scripts do actually fail.

zeromq/zproject,zeromq/zproject,zeromq/zproject