[SPARK-4085] Propagate FetchFailedException when Spark fails to read local shuffle file.

cc aarondav kayousterhout pwendell

This should go into 1.2?

Author: Reynold Xin <rxin@databricks.com>

Closes #3579 from rxin/SPARK-4085 and squashes the following commits:

255b4fd [Reynold Xin] Updated test.
f9814d9 [Reynold Xin] Code review feedback.
2afaf35 [Reynold Xin] [SPARK-4085] Propagate FetchFailedException when Spark fails to read local shuffle file.

(cherry picked from commit 1826372d0a1bc80db9015106dd5d2d155ada33f5)
Signed-off-by: Patrick Wendell <pwendell@gmail.com>