MB-12690: GetLastError returning 0 inspite of File not found

In Windows 2012, GetLastError returned a zero for some
reason even when the file wasn't found.

Change-Id: I312162f687d2c11e61743676b88d7a6aecbd87cd
Reviewed-on: http://review.couchbase.org/43430
Reviewed-by: Chiyoung Seo <chiyoung@couchbase.com>
Tested-by: buildbot <build@couchbase.com>