test: Add coverage for failing dumptxoutset behavior

Summary:
In case of a failure to create the dump, the node should not be left in an inconsistent state like deactivated network activity or an invalidated blockchain.

This concludes backport of core#30817
https://github.com/bitcoin/bitcoin/pull/30817/commits/4b5bf335adabd1586043caa72a98356a8255bc29

Depends on D18049

Test Plan: ninja all check-all

Reviewers: #bitcoin_abc, Fabien

Reviewed By: #bitcoin_abc, Fabien

Subscribers: Fabien

Differential Revision: https://reviews.bitcoinabc.org/D18050