sheepdog: Fix error handling sd_create()

As a bdrv_create() method, sd_create() must set an error and return
negative errno on failure.  It prints the error instead of setting it
when connect_to_sdog() fails.  Fix that.

While there, return the value of connect_to_sdog() like we do
elsewhere, instead of -EIO.  No functional change, as
connect_to_sdog() returns no other error code.

Many more suspicious uses of error_report() and error_report_err()
remain in other functions.  Left for another day.

Signed-off-by: Markus Armbruster <armbru@redhat.com>
Reviewed-by: Eric Blake <eblake@redhat.com>
Reviewed-by: Philippe Mathieu-Daudé <f4bug@amsat.org>
Reviewed-by: Kevin Wolf <kwolf@redhat.com>
Signed-off-by: Kevin Wolf <kwolf@redhat.com>
