Bulk request which try and fail to create multiple indices may never return

This is caused by an NPE in the error handling code. All is well if only 1 index creation fails (or none).

Closes #6436
Guard against improper auto_expand_replica values

Previously if the user provided a non-conforming string, it would blow up with
`java.lang.StringIndexOutOfBoundsException: String index out of range: -1`
which is not a *helpful* error message.

Also updated the documentation to make the possible setting values more clear.

Close #5752