Fix fuzzy error handling in pg_basebackup when opening gzFile

Fix fuzzy error handling in pg_basebackup when opening gzFile

First, this code did not bother checking for a failure when calling
dup().  Then, per zlib, gzerror() returns NULL for a NULL input, which
can happen if passing down to gzdopen() an invalid file descriptor or if
there was an allocation failure.

No back-patch is done as this would unlikely be a problem in the field.

Per Coverity.

Reported-by: Tom Lane