Add more error codes, messages and error checking.

I tried and could not make it work. I encourage you to do the same, hopefully with better results. :-)

Please note that the same idiom is also used in:

- TestDepositScriptAddressForNonExistentSeries
- TestDepositScriptAddressForHardenedPubKey
- TestSerialization
- TestEmpowerSeries

You might consider changing them too.