Fix a few goofs in new backup compression code.

Fix a few goofs in new backup compression code.

When we try to set the zstd compression level either on the client
or on the server, check for errors.

For any algorithm, on the client side, don't try to set the compression
level unless the user specified one. This was visibly broken for
zstd, which managed to set -1 rather than 0 in this case, but tidy
up the code for the other methods, too.

On the client side, if we fail to create a ZSTD_CCtx, exit after
reporting the error. Otherwise we'll dereference a null pointer.

Patch by me, reviewed by Dipesh Pandit.

Discussion: http://postgr.es/m/CA+TgmoZK3zLQUCGi1h4XZw4jHiAWtcACc+GsdJR1_Mc19jUjXA@mail.gmail.com