Fix error inconsistency in older ICU versions.

Fix error inconsistency in older ICU versions.

To support older ICU versions, we rely on
icu_set_collation_attributes() to do error checking that is handled
directly by ucol_open() in newer ICU versions. Commit 3b50275b12
introduced a slight inconsistency, where the error report includes the
fixed-up locale string, rather than the locale string passed to
pg_ucol_open().

Refactor slightly so that pg_ucol_open() handles the errors from both
ucol_open() and icu_set_collation_attributes(), making it easier to
see any differences between the error reports. It also makes
pg_ucol_open() responsible for closing the UCollator on error, which
seems like the right place.

Discussion: https://postgr.es/m/04182066-7655-344a-b8b7-040b1b2490fb%40enterprisedb.com
Reviewed-by: Peter Eisentraut