Use curlev_context_t error buffer for sxi_retry_* functions

Local context buffer should be used instead of global one. sxi_retry_init() must be now used after sxi_cbdata_create() calls.
Check for error returned from sxi_set_retry_cb()

Previously this function was not check if it returns an error.
Free memory taken by cbdata in case of sxi_cluster_query_ev_retry() fail in multi_upload routine.
Use sxi_cbdata_seterr() calls in functions that have access to curlev_context_t