Phases 2 (building the new index) and 3 (validating the new index)
checked for interrupts outside a transaction context, having as
consequence to not release session-level locks taken on the parent
relation and the old and new indexes processed.  This could for example
be triggered with statement_timeout and a bad timing, and would issue
confusing error messages when shutting down the session still holding
the locks (note that an assertion failure would be triggered first), on
top of more issues with concurrent sessions trying to take a lock that
would interfere with the SHARE UPDATE EXCLUSIVE locks hold here.

This moves all the interruption checks inside a transaction context.
Note that I have manually tested all interruptions to make sure that
invalid indexes can be cleaned up properly.  Partition indexes still
have issues on their own with some missing dependency handling, which
will be dealt with in a follow-up patch.

Reported-by: Justin Pryzby
Author: Michael Paquier
Discussion: https://postgr.es/m/20191013025145.GC4475@telsasoft.com
Backpatch-through: 12