Fixes for bugs reported by agodin@

* Propagate error from iterator callback to calling routine. This will fix various assert on data-sort if badly damaged blob file is provided.
* Do not left garbage on FS if creating new blob failed. This bug can be triggered by setting low open files limit.

9664d5a can be potentially dangerous, because this routine gets called from both open blob and create blob paths. It was implemented with many precautions but still should be tested/reviewed.

No API/ABI changes.