Print errors to stderr, and signal errors with non-zero exit code

[fingolfin]

These changes are required for the new build system in the hpc-merge branch at https://github.com/fingolfin/gap

I'd argue they are correct for the old HPC-GAP build system, too.

[markuspf]

This is a change I have asked for before, and looks like the correct thing to do to me as well.