Check unexpected "Local" keyword in cmd before opening a proof (fix #2975)

 This fix isn't ideal. Instead, something like States.with_heavy_rollback
 should be able to cancel a proof started during a command interp that failed.
 But anyway, "le mieux est l'ennemi du bien"...

git-svn-id: svn+ssh://scm.gforge.inria.fr/svn/coq/branches/v8.4@16334 85f007b7-540e-0410-9357-904b9bb8a0f7