psql --single-transaction is able to handle multiple -c and -f switches
in a single transaction since d5563d7d, but this had the surprising
behavior of forcing a transaction COMMIT even if psql failed with an
error in the client (for example incorrect path given to \copy), which
would generate an error, but still commit any changes that were already
applied in the backend.  This commit makes the behavior more consistent,
by enforcing a transaction ROLLBACK if any commands fail, both
client-side and backend-side, so as no changes are applied if one error
happens in any of them.

Some tests are added on HEAD to provide some coverage about all that.
Backend-side errors are unreliable as IPC::Run can complain on SIGPIPE
if psql quits before reading a query result, but that should work
properly in the case where any errors come from psql itself, which is
what the original report is about.

Reported-by: Christoph Berg
Author: Kyotaro Horiguchi, Michael Paquier
Discussion: https://postgr.es/m/17504-76b68018e130415e@postgresql.org
Backpatch-through: 10