This option is similar to \gset, except that it is able to store all
results from combined SQL queries into separate variables.  If a query
returns multiple rows, the last result is stored and if a query returns
no rows, nothing is stored.

While on it, add a TAP test for \gset to check for a failure when a
query returns multiple rows.

Author: Fabien Coelho
Reviewed-by: Ibrar Ahmed, Michael Paquier
Discussion: https://postgr.es/m/alpine.DEB.2.21.1904081914200.2529@lancre