Fix: missing valid return code when adding an URI to consumer

Signed-off-by: David Goulet <dgoulet@efficios.com>
Fix: allow empty URL for live session creation

This is actually very important so -C/-D can be used with lttng create
--live command and also the load command can set the control and data
URL independently.

This also adds a small test to make sure -C/-D works in live mode.

Fixes #769

Signed-off-by: David Goulet <dgoulet@efficios.com>