Set err_info if the attempts to read record headers fail.

If it fails due to, for example, the file being gzipped and having a bad
gzip CRC, the error returned is WTAP_ERR_DECOMPRESS and, for that error,
err_info is expected to be set to a string giving details of the
problem, so we need to pass back to our caller the string in question.

Bug: 10484
Change-Id: I3aa2a92d04fcc08946ff073a40efa708079bbb3e
Reviewed-on: https://code.wireshark.org/review/4201
Reviewed-by: Guy Harris <guy@alum.mit.edu>