MRG: add error-exit in fastmultigather against rocksdb for failed gather #392
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This fixes an issue noted in #390 (comment), where if a RocksDB cannot load a sketch from external FSStorage,
fastmultigatheroutputs an error message, but doesn't actually error exit.With this PR, a clear error message is printed. However, we don't quit out of the fastmultigather early; that seemed like a harder fix :).