Make sure we exit properly on exceptions (needs work in rc5)

[raubitsj]

We were hanging on exceptions in a bunch of cases. I will focus on console and cleanup handling for rc5

[coveralls]

Pull Request Test Coverage Report for Build 48b40068-41ae-44e4-bb30-2314a38f1b45

• 6 of 13 (46.15%) changed or added relevant lines in 2 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage decreased (-0.01%) to 59.963%

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Changes Missing Coverage	Covered Lines	Changed/Added Lines	%
wandb/sdk/wandb_run.py	2	5	40.0%
wandb/sdk/wandb_init.py	4	8	50.0%
<!--	Total:	6	13	46.15%	-->

Totals
Change from base Build 43fe6201-fbb8-4714-86d2-d871b985cbb6:	-0.01%
Covered Lines:	11381
Relevant Lines:	18980

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💛 - Coveralls