ENG-5956 sqlcmd error handling improvements

Restructured try/catch blocks and a few throws especially in the area of exec parameter validation, mainly to allow more consistent options for stopping immediately on error or soldiering on, and returning a proper exit code on actual errors. But also a little bit just to eliminate redundant code.

Did NOT address the clumsy code sharing between interactive and batch modes (source of batch mode bugs and lots of unwanted complexity) 
or the lack of code sharing between batch mode and the almost-yet-should-be-more identical "script file read" mode.

Did not address needless complexity and compute costs in the LIST commands, in procedure identification, and in literal string handling.
I was thinking something like your second suggestion.  One could imagine having a list where each element has three parts: the option, the help text for the option, and an instance of a Callable that processes the option when it appears on the command line.