Be more careful with error paths in pg_set_regex_collation().

Be more careful with error paths in pg_set_regex_collation().

Set global variables after error paths so that they don't end up in an
inconsistent state.

The inconsistent state doesn't lead to an actual problem, because
after an error, pg_set_regex_collation() will be called again before
the globals are accessed.

Change extracted from patch by Andreas Karlsson, though not discussed
explicitly.

Discussion: https://postgr.es/m/60929555-4709-40a7-b136-bcb44cff5a3c@proxel.se